the sixline is a wrasse, so at night when they sleep they make a "cocoon" around themselves. it's a natural defense mechanism they use to hide themselves from predators. i don't know about the burrowing in the sand though. mine sleeps in different places every night, and always makes a cocoon which can be seen in the mornings floating around the tank before the scavengers find it.
like i said before, the sixline is the safest bet. a lot of people vote against getting mandarins because they are very finicky. like everything else, there are usually exceptions to the rule, but when comparing a six line wrasse to a mandarin, you would be better off getting the wrasse simply because it is more common for them to eat other foods besides just pods.