The NY DEC recommends if you're fishing in New York and you happen to catch a Round Goby, you should kill it and leave it on land far from water. Some people have been catching them and using them for bait, but the DRC doesn't recommend using them for bait.
Should you kill Round gobies?
Yes you should kill gobies if caught.
What should I do if I catch a round goby?
If you catch a round goby, freeze it in a sealed plastic bag, note the date and location, and call the Emporia Research Office at (620) 342-0658 or email the Aquatic Nuisance Species Coordinator.