hi bro, if you have sand, it will be the best for the wrasse, when i have my 5 feet, it always burrowed it automatically when it is scare.
now without sand, it just lies flat underneath the rock,so sometimes you will think it's dead.. but it's sleeping.
have kept yellow wrasse without sand too, so it really depends on the tank / fish condition.
i would really suggest keeping it with sand if you can, corals chip is quite painful for it i think to burrow in.. (no idea just thinking)