Actually we love the Sennheiser MKE400 coupled with the GH3. We've used it a lot for behind the scenes work on a drama and found it really good quality and quiet. It's obviously not as FULL sounding as a proper sized shotgun like the Audio-Technica ATR 897 that we also own and love (they're both about the same price) but we don't really expect it to be because it's tiny. The convenience and tiny form factor makes it really useful for run and gun and behind the scenes stuff. We did some tests with various microphones and also direct into GH3 vs using a preamp (JuicedLink) - if you're looking for the best mic setup - the tests were quite useful.
Panasonic GH3 Audio and Microphone tests
and also a general Audio review of the GH3