You're not supposed to put them in when it's still wet, though -- and that still wouldn't support a burrow very well.
If your goal is to mimic the ability to burrow to moisture as they can in the wild, it would be incredibly difficult to recreate in captivity. Your best bet would be to have an access-tube like in a false-bottom so you could add moisture from underneath, but it would require fine-tuning to not over-humidify and wind up killing your scorpion.