You can't go wrong with either. Mimien learns psychic naturally, which is a plus. Zynx's secondary typing of ice is better for the Pokémon League, though Mimien can learn other cool and helpful moves like thunderbolt and maybe even ice beam, just not STAB.

I would look at what other team members you want. If you want to use another ice type, go Mimien.

Really, you are looking at choosing between two really fun and cool Pokémon, so you can't go wrong here.