Of course hahah... just place them in a container with bathing sand that is for hamsters.... Chinchillas sand also can use but avoid chinchilla dust. Just put about 1cm of sand inside then you place your gerbils inside also. Leave them in the container, you will see them sand bath.

Normally, for me I get those small plastic tanks, put them inside with the sand. Later the left over sand I will sun it to reuse.