I had that same nudie, and i'll tell you what I found out. The will take the zoas zooanthil, or whatever it is, the stuff that gives the zoas it's color and store it in those appendages on it's body. that way it is completely camoflauged.
The one I had stuck to one colony, I picked it off and killed it, then a couple weeks late I saw another.
I looked at the colony and saw a little egg sack, looks like a small cluster of white dots, so I pulled the colony out of my tank, and scraped those eggs off with a small blade. Then I stuck the colony <just bought it so it was small> and put it in a bag like the one it came in and filled it with fresh water, until it covered the colony, I then aired up the bag and shook it like hell for like 10 minutes.
Not very scientfic, not greatest idea, but it worked, that was a good 6 months ago, and I have not seen a nudi since.