Sand baths are a very fun thing for hamsters to have, I appreciate your interest in improving your hamsters entertainment!
When baking the play sand, use a cookie sheet (preferably a clean one only
for this use, and other sand sanitization in the future!)
Sand Sanitizing Instructions:
Preheat your oven to 350*F
Lay out 1/2" of play sand on the sheet (1/2" deep)
Bake for 15 minutes, keep checking on the sand during the process.
Let it cool completely
You may also need to "break-up" the chunks, as this could possibly happen during the baking
Store in an airtight container until use