Uros burrow in dirt, not sand. Even then, you have to have the right mixture of dirt (so that it doesn't collapse), and you have to have at least around 12" of it for the uro to build a good burrow. Otherwise, they usually won't even try.
If you think about it, sand defeats one of the primary purposes of a burrow, which is moisture retention. Sure, uromastyx come from an extremely dry habitat, but how much time do they actually spend out of their burrows? Just enough to grab some food and bask briefly. then it's back to the burrow. That's because even in the dry habitat, 6-10' below the surface there is a ton of moisture, which is where a uromastyx usually likes to put a burrow. They need to have an area of high moisture, or else they will be stuck in a constant cycle of dehydration and rehydration (from eating moist foods) which is bad for their kidneys. That's why I suggest giving uros an area of higher moisture (as simple as a rubbermaid tub...preferably not clear...filled with some moistened dirt), so that they can decide when they need to find higher humidity.