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A sand bath is pretty much an essential for a dwarf ham so I'm sure she'd love one, do be careful to get chinchilla sand, not dust, the Supreme Petfoods Science Bathing Sand is the best one & is available in both the UK & US, it may also be sold under the new Tiny friends brand name now.
You don't need anything special to make one, just some small container that's deep enough to have a good dig & roll in, she may pee in it too but it's very easy to just lift the clumps out.