Absolutely 0 I would say. All leopard wrasses are listed as reef safe. That being said, these fish are rather difficult to maintain long term, and many of them have parasite issues. I have a very good LFS by me, who puts all of his fish through a medicated QT before selling them to customers so I have had good luck with mine.
Like Dragonets/Mandarins they feed on pods, and the key is getting them on to prepared foods as well. Mine hid in the sand for about a week and a half after being added to my tank, and ate only pods for about two weeks after that. I feed a nice blend of frozen food made by a local reefer, and the leopard wrasse took to that eventually.
You'll also need several inches of fine sand for the wrasse, as they dive down into it when scared or startled, or when they go to sleep at night. You can pretty much set your watch to when my wrasses hit the sand, its 9:45 each evening (lights are out by 10 on my tank)