I have two tanks, each with a blue tuxedo in them, and I've definitely learned a little about their habits.
They've not intentionally harmed any coral I have, which is softies and LPS, however I bought a new frag of firework cloves which were only loosely attached to the plug, and the urchin more or less ripped them off while eating the algae around the base. He carried them around for a bit before I saved them and worked on getting them reattached.
That being said, they are somehow incredibly gentle. I watch them munch over my zoas and scour the algae between the polyps with a surgeon's precision, leaving the zoas completely unharmed, if a little unhappy for the direct contact. They also knocked over one of my hammers which wasn't well glued - they can't exactly squeeze themselves smaller with a hard internal structure.
They are amazing cleaners, and so far it seems that if they have better algae to munch on they don't seem to mess with coralline, but it may simply be down to the preference of each critter.