It’s perfectly fine to make him a dig box using natural substrates like sand, soil etc just make sure it is the safe kind. A lot of people use play sand (just don’t want it to be dusty) and soil, make sure it’s organic so no fertilisers or pesticides have been used. Many people chose to do a naturalistic enclosure as it is more natural for them and allows them to dig and burrow to their content! it is also good enrichment. You can even put insects in there so he can dig them up!
My boy is the same. I’m planning to do the naturalistic enclosure myself as my boy is an avid digger and burrower but he’s having health issues so it’s easier to monitor on fleece for the moment. I did switch him to paper bedding last summer and he loved to dig in that so that’s another option to consider too