I bought a "bonded pair" of canary blennies off of DD. Other than the fact that they tried to kill each other, they never bothered any of my other fish and are actually really peaceful and will swim up to my hand any time its in the tank looking for food. Unfortunately one of mine jumped just a few days ago, so Im glad to see youre already aware that can be an issue!
Also, like I said, mine were from divers den so theoretically were acclimated to prepared foods before being shipped to me. One of mine began eating frozen mysis after 3 weeks and the other took probably 6-8 weeks before finally eating anything I offered. Once they started eating it was fine, but I was extremely concerned initially because they just hunted in the rocks and ignored everything I offered!
Good luck with yours! I actually really like mine, so hopefully youll enjoy yours too!