if your reptile has a decent amount of space, use excavator clay (exo terra product I think).. You moisten it and it becomes hard as it dries.. If you make a large mound of the stuff basically use a balloon like long balloon and form your chamber around that. The surrounding material will decrease the temp within the chamber. You'll want to order this stuff in a larger container VS the tiny bags they sell at pet stores. The good thing with this material is you just have to moisten it again to remake the burrow so its not like concrete unless you add some kind of hardener.
They might have Chuckawallas down your way.. They are a domestic desert species I've always liked.