Knowing that a tegu as they grow, won't want to burrow but rather invade someone else, i cast mine with mortar, waterproof it and then fill it up with leaf moulde and dirt. it's sculpted of course and set well under a stump i find or a build a burm and do the same thing. my outdoor will have both; the burm will probably stay warmer in the day then the underground one. I've also heard of using a post hole digger and drilling at an angle but i also know that these when digging out a smaller burrow to make it fit, go horizontally, not down. Others i hear bury poly tubs or wood boxes in holes and back fill it except where the entrance is.
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Thnx,

Deven