Well you CAN, but there's no guarantee they'll bathe in it!
My husband was bound and determined to make a dust bath in the run for our birds. He dutifully dug out some dirt, filled the hole with clean, fluffy play sand, and sat back to watch the girls luxuriate in it.
Well, they didn't exactly luxuriate in it-- in fact, they ate it, and promptly went back in the coop to bathe in the pine shavings. So he tried again, filling the hole with a fresh batch of clean sand. Same result.
Husband is now mortally offended that the girls didn't appreciate his efforts, and the birds are still dustbathing in the shavings.
Go figure.