i've never kept them personally, but i know some very sharp SH keepers who have. they're pretty touchy, and do best in a species tank set up with photosynthetic gorgs, seagrasses, or Diadema urchins. if you're lucky, they will take frozen mysis (or can be trained to do so), otherwise, you need a mature tank with a sustained pod population.
i imagine you could also DIY one of those "mock LS urchins" like the ones folks who breed Kaudern's cardinals use if you want to go that route.
if you decide to keep them, please let us all know how it goes, and how you're keeping them.