When they're that small, I'd have to agree with Kaysie & keep them in a BB tank. If you're set on substrate of some sort, why not a piece of slate tile for grip? Makes cleanup time easier.
As for sand, if it's the polished silica (not the jagged, sharp type), I'd opt for that. Playsand gets super cloudy when you're cleaning via gravel vac & takes awhile to settle down