Will Rinsing Outside Sand Make It Less Dusty?

[Fawn and Fam]

I switched from pine shaving to sand because they were eating so much of them. The sand has turned our room into a dust bowl. Everything has a thick layer of dirt on it! I live in Michigan and have regular medium brown dirt. I baked it in the oven @ 200 degrees for an hour. I heard rinsing it helps with the dust. Is that true?