Another option is to use a glue gun to run a heavy bead of glue along the hook and then roll it in the sand. You can shape it with your fingers as it cools.

More often I'll tie an orange or tan dubbed body over a weighted hook and then closely palmer a grizzly (adding brown sometimes too) hackle through the dubbing. Once clipped close to the dubbing it's a pretty good imitation of the cased caddis shell. Add a bit of peacock or black ostrich on the front to complete the fly.