My gold-headed sleeper is actually the first one out and the last one in at night usually. At first mine would only sift from the sandbed, and yes this really helped with turning over the sand and keeping it "pristine".
At first mine would not eat the shrimp I feed the other inhabitants, but after his buddy the red-lipped blenny began eating it so did he. Now he will even go after the Marine Snow I add for the filter feeders.
My friend also has one that hides most of the time and has been in his tank longer then mine has been in mine, so I guess it is a 50/50 chance whether or not they will be sociable. His also has trouble eating the shrimp he feeds because the powerhead moves it around to much, thus he turns off the PH
during feedings and everyone gets food and is happy.
Hope that helps!