Yes, Super Glue Gel is a must!
The normal stuff is watery and leaves little room for play. The super glue gel gives you literally 30 seconds to a minute.
I've never used it underwater completely, but instead have always taken the rock and polyps out of the water. If you are taking them out of the water to frag and stick, grab a small container of tank water to dip them in after you stick them. It helps the glue cure much faster.