I always put a pan of driveway sand in my brooder when the chicks are around two weeks old, but this time I added the sand at 2 days and was shocked to come back and find the pan empty! But they are all just fine, a week later, and still eat some sand but they aren't cleaning out the bowl any more.
Are your birds just pecking out small stones from your sand? My birds go after sand but they are going after the small stones (radish-seed sized or so) but not the "sand" itself. Also there are some types of "river" sand that are high in clay which can be a good supplement to your birds' diet.