Mine has been in three types of substrate and never seemed to be bothered by any.
He has been in fine white sand, then a really large grain, almost to the point of crushed coral substrate.
He is currently living in Hawaiian black sand substrate of medium grain size.
None seemed to ever bother him. I have never noticed any wounds, scars, or anything of that nature, and his resting habits have remained the same in all substrates.
Obviously probably safer to stay away from large grain sands/crushed coral/gravel as mentioned above, but you certainly don't have to have super fine sand.
Just my experience with the single corris wrasse i have owned.