My dwarf hamsters love burrowing deep nests as well as nesting in their houses. They seem to alternate between the two but when I clean their cages I find food stored up in both the burrow and the house.
So if you can, provide both deep enough substrate for them to burrow and a house. Then your hamster can choose.
It is really fantastic that you are putting so much effort into the happiness and wellbeing of your hamster!