As long as the sand stays moist it will hold the tunnel that she digs.
I always used bagged garden soil that I baked to kill anything that might be living in it. I filled a 55g garbage can with about 12"-15" of the baked soil that was moist enough when slightly packed it would not collapse when I dug a deep narrow hole. This worked well for the 10 or so egg laying species I've worked with.
Carl