Once the "new" wore off, now they don't even go near the sandpile. No danger, I'm sure.
My main concern was seeing that they get plenty of water. We have an in-ground waterer in that pen that is covered by a black rubber flap they have to push back in order to drink, and I worked with them to make sure they knew how to get a drink. It's handy to have a halter-broke calf at times like that: I simply led Secret to the water and showed it to her, and she drank. Once I stepped back, Meatloaf joined her, and they both drank. So different from the horses, who at first seem to think there's a boogie-man behind that black flap when you try to teach them to drink from the in-ground waterer.
With 100 degree heat every day, I take no chances on them dehydrating!