Good question, not being an expert I don't have a great answer. But maybe doing a composite sand that combined something like copper, iron, it aluminum dust with the sand to increase the ability of the battery to more easily move heat around. Or using the chosen metal in a bar or pipe as heat transfer out of the center. The only issue with that is it lowers the operating temp and would require more active cooling, this negating some of the self-insulating benefits of sand. This could be solved by treating them like control rods, and make them movable so they could be drawn out when extracting energy is not necessary.