It's simply important to receive a specimen how doesn't have mouth damage. Many people are successful as they acclimate readily, take food quickly and eagerly in captivity. You simply need a specimens with an undamaged mouth.
Leopard Wrasses feel most secure submerged within the sand bed. When shipped they are stressed as they can't bury themselves, and continually force their mouth into the corners of the bag. They have very large teeth in a tiny mouth that damage the structure, making acclimation and feeding difficult, leading to the gradual death of the fish.
I think if you to order, order one online and put in the comments note to add some sand in the bag, so you can ensure that the mouth won't become damaged. Just a thought.