Congrats on the Magnificent Shrimp Goby!
I'm a big fan of shrimp gobies and these fish are at the top of that list.
I've been able to witness a pair of these fish firsthand and they are on the smaller side for shrimp gobies. They will form a relationship with a pistol goby; your yellow pistol shrimp should do just fine.
A sand bed isn't necessary, but both the fish and the shrimp have the instincts to build and reside in a burrow. Without sand, they will find crevices and holes in your rock to find shelter. Adding a shallow sand bed will give the pair a better sense of security and will give the shrimp something to do. Pistol shrimps are notorious for constantly building/maintaining burrows for themselves and the fish. By adding a sand bed, the pair will have a better chance of exhibiting their natural behaviors and providing you with hours of enjoyment.
I have a nano I specifically set up for blennies and gobies as I enjoy these fish tremendously.
Good luck!