Birds don't have teeth. What they eat is stored until it is "chewed" in the gizzard. This process requires the ingestion of sand. It is totally normal and okay for them to eat sand.
I bought grit at the feed store. Even though my girls get plenty of dirt around their yard and when I take them out of "field trips," I'm concerned they don't get enough. So, to be on the safe side I have one bowl of oyster shell for enough calcium and one bowl of grit. It's "free choice" so I'm not worried they get too much or not enough.
Even though there is plenty of crunchy stuff around, I still see them peck at the grit.