I found this:
Sexy shrimps will host with most anemones in the aquarium, but they are not tolerated by clownfish that have chosen the anemone as a host—the fish may kill and consume a sexy shrimp looking for a host. If an anemone is not present in the aquarium, the shrimps may try to host on larger corals. I’ve had them spend time within the polyps of Duncan’s coral (
Duncanopsammia axifuga), and they are known to adopt green star polyps (
Pachyclavularia sp.), clove polyps (
Clavularia sp.), and even mushrooms (
Discosoma sp.). Normally this will not be an issue, but if the shrimps aren’t well fed, they may decide to predate on their hosts, which will cause a lack of polyp extension or even death of individual polyps or the entire colony. Sexy shrimps have also been witnessed eating zoanthids, so they are reef-safe only if well fed.
In this article:
http://www.tfhmagazine.com/details/articles/keeping-sexy-shrimp-full-article.htm
I hope that helps.