In theory, jewel cichlids can be kept in brackish water. Several Hemichromis species are quite common in estuaries, and the common jewel cichlid is among them. They certainly don't need salt, but they are among those cichlids that adapt to it easily. At SG 1.005 or so, both the goby and the cichlid will do fine.
http/filaman.ifm-geomar.de/Summary/Speci...ary.php?id=2389
Your problem is temperament. Jewels are fairly territorial animals, and they may object to the violet goby. It's worth a shot, certainly, but I'd watch out for signs of problems and act accordingly.
The key thing with violet gobies is to understand that they are primarily substrate feeders, and sift sand to extract small animals. That said, they enjoy live brine shrimps and will also eat algae wafers/pellets of the type used with plecs (algae is in fact a significant part of their natural diet). 'Wet' frozen bloodworm and krill would be two things to consider using, and I have yet to find a fish that doesn't eat lobster eggs, which seem to have a smell and taste that drives fish wild.
Try putting food in the tank at night. It is often easier to keep violet gobies well fed by feeding them in the dark (assuming you have no catfish in the tank).
If you can, keep the goby in a tank with a sandy substrate. You'll be amazed at how much happier it will be, and it will dig itself right in sometimes. Your cichlids will enjoy the sand, too.
Cheers, Neale