Hmm. That's too bad. Bivalves don't have to be sandy. A local market keeps them live in a tank with constantly recycled and filtered salt water. The ones purchased there are never sandy, at least in my experience.
As for the ones captured in the wild, I've had good luck putting them in buckets of sea water with enough cornmeal in the bottom for them to burrow in. The cornmeal displaces the sand, and the clams "bread" themselves on the inside.
Some people have good luck with keeping them in a sink full of fresh water. I've never tried it, but apparently clams are less susceptible to sudden death from that than are saltwater fish.
I've also read about putting a stainless utensil, like a large metal spoon in the sink so the water from the tap runs down it and into the sink. That, the author claimed, creates an electrostatic charge in the water that causes the clams to release the sand. I've never tried it, but I would love to hear from someone who has.
In any event I hope you have gotten over your squeamishness regarding sand in these tasty little morsels. However, I agree, biting into a mollusk and having tiny rocks in your mouth as a result is less than pleasant. But aside from some possible wear and tear on your molars, it really won't hurt you.