I'd be more worried about any sponges on your live rock than the fish, but yeah, we want to reduce those. If nothing else, it will make the tank look better to get rid of them.
Is this a hang-on skimmer? If so, about all you can do is put a sponge on the skimmer output, so the bubbles stand a chance of getting trapped and rising upwards right away.
If this is an in-sump skimmer, you could build some bubble baffels into your sump, this usually does a very good job of getting rid of bubbles. Bubble baffels are just dividers that force the water to flow up and down to go around the baffels.
Yes, it's a hang on back skimmer that will eventually be moved into a sump. I don't ahve any sponges i believe atm, unless that's what the brown stuff is on my LR. My mentioned that his sump did the same thing until it was pretty well broken in.