Yes I had the same problem with some fish I bought recently. I bought 3 baloon mollys on a special offer buy two get one free!! big mistake. I think I have two males and one female. One male fish is very dominant, at first he was pecking the two others then he stopped pecking one of them and seems to be following the orange one all over the place and never leaves her side.
He had the other one backed into a corner and every time he came out he would go for it. So I put the bully in a nursery net and he went berzerk, I felt awful. But it was a joy to see the other fish swimming around freely. The thing is that when this one is with the other one they do swim beautifully together they are in synchrony. Also the other fish kept coming to the nursery net, although the bullied fish did come out and swim about more, he still kept to one corner of the tank.
So I decided to put the bullied fish in a quaranteen tank and put the bully back with the other fish. The bullied fish is very subdued in the quaranteen tank but, what else can I do, perhaps I will get another baloon molly but should i get another female?