Hey,
I was initially reluctant to get involved in this one, however, there is much to be added in a word or two. Don't worry so much about whether it is burrowing or not: Is it eating, behaving normally, including burrowing? These simple things are what I look for when assessing whether there is some parameter or two, off kilter. To me, and IMHO, there is nothing wrong with burrowing what so ever. In fact, I love it when they burrow; regardless of whether they're nippy or not. I've raised dog tame bloods to some that start out nippy, and then tame down while burrowing or not (Including some of my adults). They just do what comes natural to them, and some matter of factly, have personality traits and idiosyncrasies, all their own, which make them quite unique, IMO (some litter mates, burrow, while others just don't).
My concern would be whether the animal or animals are eating or not, are they defecating. Are they developing peculiar behaviors indicating that there is something awry with the temperature or some other parameter, but burrowing is not one of them, and I would let it be and just enjoy it. I've seen many a blood in my days and whilst working at the zoo and with my personal collection, have seen many babies do exactly this and are quite the marvels that are bloods.
-Angel
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"Until we lose our self, there is no way of finding our self."
-Henry Miller.