It's up to you, really. I would probably try it with supervised playtime first, just to see how it goes. But FinnickHog left it in Finn's cage all the time, at least last I knew. I can't remember who else was giving it a try anymore, unfortunately.
I may end up fashioning a sand box to stick in Bindi's cage, now that this has reminded me, so I'll let you know how it goes once I get a chance! Probably going to wait until after this weekend, they have to look nice for my dad's first visit to my place.