Would potter's clay work? It retails everywhere. Plaster of Paris is everywhere too, but you have to work fast. Think it would work? Make a mound with a tunnel and line the top with glued-down aluminum foil, then bury it, using deep substrate. The elongated balloon idea is great. Add a small round-ish balloon to the deep end of the skinny balloon, so the creature can turn around in the cavity. If the ambient air is cooler than the habitat air, you can form the mound in a corner, so it can hug the hab walls and get conductive cooling through the hab walls!!! Another very good idea from Brian :-)
I'm fairly near to Reno, Nevada. The inland desert starts on the eastern slope of the Sierras, so just east of Reno is arid chuckwalla habitat. I bet Chuckawallas' range starts there. I'll look it up.
What are the good qualities of Chuckawallas, in your experience? Can they be potty trained? Do they irreversibly hibernate? do they fairly easily come to like their caregiver? Curious. If they are there, I'll be going on some Chuckawalla hunts, hunting for individuals for short-term captivity.
IMO, species adapted to arid lands need fewer vet visits that those which need high humidity. That is a huge plus for prospective pet reptile owners.