Sand is safe, so long as it's high quality. I personally prefer chinchilla bathing sand (not dust!) over play sand, because I find that the play sand has large particles and the chinchilla sand just does an overall better job at cleaning oily skin. My hog has both a sand bath and also a dig box filled with Arcadia Earthmix; she makes a total mess of it and kicks it all over the floor, but its her favourite thing in the world.
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