I can't help you at all with the clown gobies, and the firefish pair I had didn't show any obvious sexual dimorphism but once they paired up there was a little bit of behavioral difference.
My firefish pair, probable female closer. (based on it looking like the near fish is egg bound)
This picture was taken just a couple minutes later, the "female" is in the burrow peeking out, and the "male" is standing guard.
She is just barely visible in the lower right corner at the base of the rock.
The showed probable breeding behavior for a few months. They would both be out regularly, then one would disappear for a week or so, with the other spending a lot of time in the burrow too. Then suddenly they would both be out active again.