I've heard that they will eat coraline. The real problem with them is that they'll get big and move your stuff around.
I had two that tagged along on my TBS rock. I left them alone, and they caused no problems. They lasted about 4 months, then one morning they were gone, and there was nothing left but a little pile of urchin spikes drifting across the sand. I still have no idea what became of them. There were a couple of huge gorilla crabs still in the tank at the time, so maybe they killed them. Who knows?
Bottom line..go ahead and keep them, but if they get too big you may want to pull them out.