I have a yellow prawn goby... it's not so much him, as it is his pistol pack'in partner that shovels sand around, but yeah, they do push it around.
In my tank, it's not a problem. There's 1 brain and a clam on the sand, everything else is up in the rocks. The brain can un-bury himself pretty quick... the clam, even quicker. They buried my fighting conch, but I don't think he cared.
The first few days, it caused some cloudy or milky water... just put a sock in it, cleared right up. No problems since then.