I always clean my gravel with the syphon so they re-dig their pits all the time. I just like to make sure I clean it really well I guess. they seem happy, and it means they spend less time chasing too.
i only fill them in if there is a big pile of sand next to it. if they spread it flat, i'll leave it alone. i really just flatten the sand out while cleaning
once I refilled my oscars' hole, and stuck a piece of chicken in at the bottom. I watched him redig it, and he was like "OH MY GOD!!!" when he found the chicken. It was fun to watch but now he digs holes everywhere looking for more