There's nothing cozy about sand in a nesting box. Its called a "nesting" box for a reason. I think it would be more kind and make more sense to not....I use wood shavings. Its 100% natural animal bedding, adds warmth and is dust free.
I have nothing but dirt in the run right now and I'd like to do sand. I've started noticing signs of mold on the dirt. It is a covered run but moisture definitely gets in. Will I have the same moldy problem with sand?