No, I haven't gotten any bugs. They've only been in their coop with the sand for 3 weeks, though. I feel like any bugs they see in the sand they're going to eat. I know mites and fleas are pretty small, so I dunno what you might do against preventing that.
I'm getting the same ducks you have ex I'm not getting the pekin (but I've been tempted to add one to the order for awhile now) and my Swedish is blue. But I was wondering how the sand is working out. I wanted to try to keep them with the chickens and the chickens are on sand.