[cypher]

That sand isn't the best, I'm not sure what country you're in? If you're in the UK then the tiny friends farm sand (available from pet shops & various places online is the best) if not then play sand (dried in the oven) would certainly be worth a go, neither would be that dusty & shouldn't cause a problem.
If you put something like a tray of sand in & he runs away just leave it & give it time, they can sometimes get a bit freaked out but will adjust to things in a few days, sometimes over night while it's quiet & they can explore peacefully, if you're too quick to remove things again they don't get the chance to get used to them.
I'm not sure which cage that is but if possible make the substrate as deep as you can so he can dig & burrow, if you have space something like a cork log (needs to be frozen for about a week before use) would be fun for him.