Leopard wrasses usually don't survive shipping and acclimation to tanks - they usually like to hide for several days. So, after sitting at the collection site (not eating), being shipped (not eating), finally arriving at the LFS (still not eating), then spending a few days in your tank (still not eating)...guess what...they don't survive well from that. If you can get them to not hide & eat...you're good to go.
I treated my splendid leopard wrasse (8+ months in captivity now) in hyposalinity so I could use sand for it. I highly recommend this as it'll provide a chance for you to observe the wrasse and try to get it to eat before it goes into your display tank and disappears...potentially forever. I used a very limited amount of sand, but it didn't seem to mind. Some days it would just bury its head. I also used a rock with a cave that was open on the bottom, so the wrasse would bury into the sand inside the little cave. Worst case, at least use a small piece of PVC - they'll sometimes use that to "bury" themselves, but I don't recommend that.
If you keep a leopard wrasse in captivity, they like to eat pretty much constantly (as mentioned above), so doing that in a QT can be tricky. I regularly hatched baby brine shrimp since they can live a while in low salinity. Pellet food works great, but watch out for dirty water/rising ammonia.
Also, the leopard wrasses like to sleep just about as much as I do, so don't be worried when he's buried around 8pm and doesn't come out until 10am or so. Turning the lights on and off regularly will help it adjust.
Summary - QT the wrasse in hyposalinity with sand and rocks/pvc. Use lights to get the wrasse to adjust, and feed a LOT (but watch your water quality.)
Hope that helps! (And this was just based on my own experience.)