You can also add some PVC pipe buried in the sand, and release the fish into it. There is a good chance it will take up residence.
I have a yellow head jawfish who would not settle down in the tank and burrow out a hole. And my talbot damsels were picking on him. So I put some PVC pipe in the sand, with the opening in towards the front of the tank, and push him to it. Once inside the tube, he start defending it, and the damsels have left him alone. He has now put shells and rocks in the tube to his liking, and sometimes covers the whole at night with a shell.