I'm not mistaking the spikes for filter tentacles. There are no tentacles exposed on the animal. But both filter feeders and sand sifters can have those "spikes." I happened to have had a small hitch hiker with that color that was definitely a filter feeder. Not all filter feeding cukes are brightly colored - drab coloring is a camouflage for many species regardless of being a deposit feeder or filter feeder. The fact that it was hanging onto a coral, that would have I presume been in some flow, indicates to me that it might be a filter feeder. Of course one would need to see the tentacles and behavior to know for sure.