I had those two species together for awhile and got away with it( but again they are predators by nature and the potential is always there so yes there is a risk that somewhere down that road that yellow clown goby gets gobbled up, unfortunately its the risk we take with this species, I have been lucky in that mine has been a model citizen in regards to not eating small crustaceans and tiny fish.
However he's my favorite fish so if anything were to happen he would get the tank anyway, hence me being willing to take the risk.
IMO they are worth it because they are a a beautiful fish and have loads of personality.