They should be fine as far as compatibility... Although I have seen some blennies, of that genus, go after sifting gobies but that is usually when the blenny is already established. The bigger issue is the food situation. In a 29, the Diamond Goby (I'm assuming Valenciennea Puellaris rather than Amblyeleotris Guttata) will strip the sand bed clean and need supplemental feedings. The Blenny will do the same for the algae and need supplemental foods as well. IME, I would prefer the, smaller, Tail-spot Blenny in this situation. Either way, make sure they are taking prepared foods in the store and I would put these fish through a QT process and treat them for internal parasites since they are quite prone to having them.
Also, keep in mind your bio-load and what future fish you want to have... this may lead you to get a couple of snails instead of a fish which is what I would do.
Hope this helps and good luck!
Mike