regular childrens playsand has always worked for me...just add some warm water so that it kind of clumps together a little bit so the female can dig a cave in it to lay the eggs in. Im sure other things can be used as well, but sand will def work.
I usually wait until I can feel that the eggs have moved down towards the cloacal region before I put her in the laybox..and she should be getting quite restless for a couple days in her normal enclosure (scratching on the glass, jumping around, trying to get out)...these are good signs that shes ready also
good luck
My mated female, Delilah, started digging like crazy 2 days ago. I first set her up with one bag of moistened vermiculite (Lowes...$5), but that was too shallow...she was not impressed, as it was not deep enough. I then added a second bag in a deeper container. I placed a wine bottle in the laybox, at an angle, and packed the moist vermiculite firmly around it... then removed the bottle...to simulate the shape of a burrow. She was much happier...she went in and inspected...made some modifications, then backed the truck up into it. This morning she had covered the burrow up, and was standing guard. I am a newbie at all of this...and followed the suggestion of some more experienced posters...the pre-burrow idea was a great one for Delilah anyway.
This is what I use. It hold moisture well without being "wet", and don't collapse like sand may tend to do after it deid out for a few days. Mine seem to really like it anyway.