+1 on giving it time, i had my yellow goby for a couple of weeks before i added a pistol shrimp. It took about a week and like the others, they are never apart now. Just keep an eye on the live rock, i had a few pieces that weren't deeply set on the sand, needless to say after a couple of days of him making tunnels, there was a huge shift on my scape.
A very interesting thing mine did was cut about 3 or 4 polyps off my yellow eye green polyps colony and set them on one of his openings, they attached to the rock right above his tunnel entrance. Now he has a nice decorated entrance..... Pretty cool!