Maybe I can be of some help. I just got one today! I've read a lot about them in the forums and it does seem they are usually shy. But I think that's often the result of putting them in a larger tank with many other fish and potentilly aggressive tankmates.
I just started a 27g cube nano tank (DIY, not a BioCube) and this is only the 2nd fish to go in. The first was my Yellow Watchman Goby. I recently moved and had been keeping the YWG in a 10g until my new tank cycled.
I'm lucky to have a great LFS here that quarantines all their new arrivals and I special ordered the Tanaka's Pygmy Wrasse. I saw him when they first got their order in and even went back a few days ago to be sure he was feeding.
He is very small (1.5") and will probably not even max out at 3". But I did see an adult Yellow Banded Possum Wrasse at an LFS recently that was a full 3" and very fat. So, I can see how even a 10g would be alright but I'm sure in will do well in your 20. My particular fish has great color and I hope it doesn't fade.
I brought it home today and used the float method (with the tank lights out) to acclimate him, removing approx. 1/3 cup of the bag water and replacing with 1/3 cup tank water about once every 8-10 minutes for a period of about 90 minutes. Drip might be better but I think if you take it slow this works fine. I released him into the DT and he went into a crevice (I have a lot of caves and overhangs in my aquascape) for abot 10 min. and then was cautiously exploring the tank. As expected he ventured into the (small) territory of the Yellow Watchman Goby who puffed himself up and gave him the "giant open mouth" posture (the YWG is about twice the size and mine, although territorial, is never really agressive) and this didn't seem to phase the Tanaka's at all! He spent the next few hours exploring the rockwork. Even more surprising I found him later exploring the open water areas and seemed to be getting a feel for where the glass was on all sides. The little fish does not seem at all intimidated by me. I've looked at him quite closely and he doesn't try to move away. Perhaps I am lucky and got a bold one. Maybe the general lack of other fish in the tank has something to do with it. But the acclimation went well and if they are "shy" at all it is more of a ase of their nature and not a matter of intimidation or skittishness. But we'll see. Today was day one, maybe he'll start hiding all the time later on...lol.
I gave him a little food today, a small amout of mysis and some Cyclop-eeze (the frozen kind) and he ate. But I know these fish also like to pick and nibble at the LR and since my tank is far from mature I will be sure to feed him well.
I decided to put this guy in as one of the first so he would perhaps be less shy when I add fish later on. My LFS is holding my next two fish. The next will be a Blue (MacNeill's) Assessor which I am adiing in about 3 weeks. The Possum Wrasses are said to have a very small bioload so I don't think 3 weeks is rushing it. Then, a month or so after that I will be putting in a Harptail Blenny.
I'll keep you posted and let you know how things go with my new Tanaka's and how he adjusts to the tank and future additions. I will also post a photo when I get a chance.
So far, I'm pleased. A very cool little fish that seems like it will have lots of personality.
Let us know if you get one!
Best regards...