I went home and found the big goldfish chasing the little new guy
around all afternoon, it would seek it out and then have a chasing
frenzy.

Poor little guy. What I have done is seperated the bully and let it
sit in the net for 15 minutes, it was no fun for him.
I added a 3rd fantail and then reintroduced the bully. All seems to
be well so far but it might be just being dark.
Strange thing is that the victim now tries to follow the bully around!