Early larval nutrition is fundamental for the growth, survival, and development of marine fish species. Optimizing microdiet formulations to match species-specific digestive and physiological capacities is essential to improve aquaculture performance and sustainability. This study comprised four experimental trials assessing the impact of innovative microdiets on gilthead seabream (Sparus aurata) and European seabass (Dicentrarchus labrax). Trials 1 and 2 evaluated how peptide size and hydrolysis level affected larval performance and growth-related gene expression. Seabream received either a control diet or an experimental diet with highly hydrolyzed peptides (HIGH). Seabass received a control diet and an experimental diet with low hydrolysis levels (LOW). Trials 3 and 4 assessed how functional feeds modulated resilience to acute stress and expression of stress genes. Both species were fed one of five diets: a control (CTRL); DIET1, a low-fat variant with reduced phospholipids; DIET2, a formulation with reduced squid-meal inclusion; and DIET3 and DIET4, both based on CTRL but supplemented with curcumins bound to phospholipid chains at high and low inclusion levels, respectively. In Trials 1 and 2, seabream larvae fed the HIGH diet showed significantly greater total length and dry weight, while seabass fed the LOW diet exhibited higher survival. Although gene expression differences were not statistically significant, trends suggested diet-dependent modulation of growth-related pathways. In Trials 3 and 4, seabass displayed diet-specific molecular responses to acute stress: CTRL and DIET1 groups showed higher post-stress expression of stress-related genes, whereas DIET2–4 attenuated these transcriptional changes. In seabream, no major differences among diets were detected. Overall, these trials demonstrate that early nutritional programming—through peptide profile optimization and targeted functional ingredients—can influence larval growth and stress physiology in a species-specific manner, supporting the development of more effective microdiets for marine aquaculture. Acknowledgements: This study was supported by “Pacto da Bioeconomia Azul” (Project No. C644915664-00000026), WP5 Algae Vertical, and Interface Mission (operation code 01/C05-i02/2022.P148).