First of all, get your leos off of sand! Sand is a huge cause of death in leopard geckos because they accidentally ingest it and it causes impaction, a blockage.
As for the mites, change of substrate should fix this problem. Try switching them to reptile carpet from a petstore, ceramic tile, paper towel, actual towel, or non-adhesive shelf paper from Walmart.
With these substrates, the mites won't be able to burrow PLUS your gecko won't die of impaction! 
Now, many people say "Oh but it has been on sand for a long time and is fine." But why do you even want to risk it when there are safer and cheaper options available? And please be aware that the size and/or age of your gecko makes no difference in its ability to pass sand. Sand is bad for leos. Excuse me for ranting, but I'd like to cover all of the many arguements I've heard before they're said.
Leos do not live on sand in the wild. Yes, they live in a desert area, but not on the sand. They live in arid/rocky grasslands where the only sand is literally dust, eroded by the wind off of the rock. They live in grass and rock.
If you are still worried about the mites having gotten into your lizards, take a fecal (poop) sample into a vet and have them check it. I'll bet the vet at Petsmart would do the test for fairly cheap. Usually, it costs very little anyway.
- Rien
PS If you have questions or comments, feel like simply chatting about your lizards, or anything else, feel free to email me at leogeckogirl@gmail.com
-----
Leopard Gecko:
1.0 tremper albino,mix (Kalt)
0.1 unknown morph,mix,high yellow? (Hazuki)
Dog:
0.1 cocker spaniel (Molly)
Cat:
0.1 tabby x siamese (Omen)
Rodent:
1.0 albino feeder mouse (Egan)
1.0 standard grey chinchilla (Roo)