Newsmyrna80,
You might be a goddamn genius. I tried your suggestion and sure as sh!t, the goby started sifting through the sand. It didn't eat yet but at least it seems like it is trying and is more active.
And as a side note, a grey head wrasse that I got in the same order has seemed to bury itself in the sand. At least that's what I think b/c I don't see it now. That's a normal response for that fish so that looks good as well.