I heard they can be nippy, but when it comes down to it, most fish are. Yes, that includes zebra danios and neon tetras.
In comparison to say, tiger barbs or buenos aires tetras, odessas are pretty peaceful. I think they'd be fine with the gourami if kept in sufficient numbers. However, it also comes down to tank size, I've seen that these guys are very active, and can get a good 3 inches or so, if you ask me a 3 foot long tank is minimum for a school. It also may not even be their nipping, but rather their boisterous swimming behavior, that can cause your other fish to go into hiding. Not the best choice, in my opinion.
However, if you ask me, you'd be better off adding numbers to the schooling fish you already have rather than adding another school. Both neon tetras and zebra danios are stunning in large schools, it's a crime to keep them in the minimum recommended numbers in my eyes. Just some food for the thought.