As far as I know they're not very good burrowers...they tend to rely more on pistol shrimp to burrow for them. I have a pistol somewhere in my tank but apparently the gobies haven't taken a liking to it yet..hehe
Definitely a gorgeous fish, and a gorgeous shot. For those who haven't seen these before (and few have since they're only now appearing in the US market), these guys are very small and cute.
One note: you may want to try a randalii pistol shrimp. the randalli shrimps (red and white strips) I have had were with a S nema? gobie as well 2 different shrimp gobies (3 separate burrows). So, its a good chance they'll pair.
Congrat's on the fish, when they pair with a shrimp they are loads of fun to watch!