Sand is fine; many on here use it in runs. Probably people use pine shavings more often than other products in brooders because they help control odors, but there is nothing wrong with using sand. They will eat a little of it, but they eat a little of most beddings.
a few batches of chicks never tried to eat the stuff, then the last batch just couldn't get enough of it! so i added some chick grit free choice, as well as well as a little mixed in their chick crumbles just in case they do ingest some, it will get ground up and won't cause an impacted crop...