We study the pair interaction of charged silica microrods in chiral nematic liquid crystals and show that the microrods with homeotropic surface anchoring form a bound state due to the competing effect of electrostatic (Coulomb) and elastic interactions. The robustness of the bound state is demonstrated by applying external electrical and mechanical forces that perturbs their equilibrium position as well as orientation. In the bound state we have measured the correlated thermal fluctuations of the position, using two-particle cross-correlation spectroscopy that uncovers their hydrodynamic interaction. These findings reveal unexplored aspects of liquid-crystal dispersions which are important for understanding the assembly and dynamics of nano- and microparticles in chiral nematic liquid crystals.