This is a topic that I haven't written much about, but as usual, the answer depends on the age and species under consideration. Obviously, there are are major differences in behavior in sexually dimorphic species such as Lysiosquillina maculata. There are also differences in species such as Hemisquilla californiensis where the males are more aggressive and are more active during the breeding season. Also, in Pseudosquilla ciliata, females tend to be a bit more active and aggressive. For most gonodactylids, there isn't much difference except for behavior associated with searching for a mate.
The most aggressive O. scyllarus I have ever seen is a female that I have in the lab right now, but normally I would give the edge to large males.
Roy