Clay Works Great
We purchased Zoo Med excavator clay to make a habitat for our leopard gecko, and she loves it! It was easy to work with, and is very sturdy. We chose to mold an environment and then let it dry completely. I don't see it working too well letting a critter into it wet for said critter to dig in by itself though. Research leopard gecko habitats, then go for it!
Donald from Seneca Falls, NY