Pygmy angels are a mixed bag. Some do great in reefs, and others will pick corals to death. It seems to be an individual thing, not a species one. Some flame angels are known to pick, while some are fine. I recommend you pick the species you want to try, and watch them carefully. Feed them well to try to keep them uninterested in the corals. If you notice them picking, it will only get worse. Remove it as soon as possible. You might be lucky and get one that has no interest in corals. They are nice to have in reefs if they don't pick!
Sonny