Observation is the best method to determine whether or not a certain type of Asterina is a coral or Zoanthid eater. With so many different types (perhaps hundreds) blanket statements regarding feeding behaviors is haphazard. It's nearly impossible for marine biologist to determine exact type off of physical appearance alone. There are well documented cases of specific types being coral eaters, namely sps while in the presence of other abundant food types. In my own tank I have witnessed a single Asterina mow down my healthy Zoanthid colony, physically you could not differentiate between that particular Asterina and other types that dined on green film algae. If an Asterina is colored something other than white or brown with grey splotches then I tend to watch them more carefully. Grey/Bluish types I have witnessed to be coralline algae eaters in my tanks.
If you have spent a small fortune on Zoanthids and Palys than I would be more inclined to suggest removing any Asterina you see. When corals are being damaged and an Asterina is found on or around the base of that coral than again I would suggest removing them.
As with most hitch hikers in our tanks available food source dictates population growth. Remove the food source and populations will likely decline.
My individual preference with pretty much any known benign hitch-hiker is wait and see. If I had $40.00 per polyp Zonanthids I would probably feel differently.