Background information: I have a 9mo male bearded dragon. His terrarium bedding has been paper towels, but just recently switched over to a 50% tile 50% excavator clay because he was trying to dig into the paper towels.
When I set up his excavator clay, I made sure to pack it and keep it tidy. This afternoon I found his sediment all over his terrarium, so I decided to watch him closely. He has been getting into the dirt and aggressively kicking with his left back leg, spraying the dirt all over the place. I initially thought there was something stuck to his foot, but I bathed him and he is still doing it. Is this a dominance thing, or a burrowing thing, or maybe he is marking his territory? I'm not sure but I found it weird.
It's likely just burrowing behavior which is somewhat typical for them. It can get messy with a clay or dirt substrate, but I'd try to accommodate it as long as you can deal with the frequent cleanup required. Moving to a bioactive setup might be a good option too. Still messy, but a bit more self contained/cleaning after initial setup.