Hi
White balancing can be tricky at the best of times, everyone has their own tricks and tips - here's mine.
I started out carrying a small slate and white balancing on the slate held at arms length. However this only gives you the correct WB at the current depth for a subject at arms length. If your subject is not at arms length then the WB will be wrong. I recently dived with Cesar Rhodas from Photo Roatan who gave me the following tips....
1. WB on your slate at arms length, and shoot everything at that distance (rarely possible)
2. Place your slate near your critter of interest, WB on the slate, then take your photo (ecologically bad, and usually scares off your subject)
3. Shoot in 'cloudy' WB and fix everything in post processing (tedious)
4. WB on the sun, zoom into the sunball, then WB on that (not bad actually, video guys do this all the time)
5. WB on a sandy area which is a similar depth/distance to your subject (easy, quick and not bad)
6. WB on a patch of reef near you subject, take the photo, review the picture. If not the correct colours, repeat with a different patch of reef. (By far the most fiddly, but best results for me - if the picture is too red, select a pink reef patch to WB on etc..)
You really need to search the manual for your camera though. The quick tip is to use a user definable button to carry out WB, so that it is quick to do rather than flicking through menus.
Hope this helps some
Cheers
Hal