I personally don't think it matters what you use for the bath. We have some dusters for runs, as well as just containers that we put dust in, and they use them all. Just be sure if you're using something that's chewable (like plastic) that they don't chew it.
Just wanted to note... since you are saying "sand bath" - you should be using chinchilla dust, not chinchilla bath sand.
You just want to put the dust bath in the cage when the chinchilla's going to use it. Otherwise they'd keep rolling in it a lot and it could dry out their skin.
We give dust baths about 2-3 times a week, depending on the weather (if it's really humid and they're starting to look like they need it, then 3 times a week).