I'd replace your substrate with "special grade" sand if you currently have oolite. That really did help when I had a diamond goby, although it still spit sand all over the coral on an elevated rock. It seemed to enjoy the challenge of covering EVERY INCH of the tank with sand as it plotted world domination.
I know that people find this to be heresy, but you could also try to have a substrate mix! I used crushed coral on one side of my RSR350, and oolite on the other, thinking that it would deter my gold headed sleeper goby (which is just as efficient/terrible with the sand sifting)...but no. Half the tank is still oolitey, but the crushed coral is now somewhat covered with sand. The goby also sifts the crushed coral, which makes me cringe, but this behaviour hasn't seemed to harm it. I'm not going to move the goby, though: it's the only fish that I've ever seen that builds fortifications, moving pebbles (and the occasional frag) to do so.