Another solution would be to promote crosscurrents with additional circulation pumps. You're getting a barrel-shaped flow in your tank and it's causing the sand to do what sand does. Break that flow up somehow. Additional diffusers would help.
When I put black diamond in my tank I did not rinse it with water (which is what everyone does.) That's because the dust contains machine oil of the air tools they used to chisel the stuff off the walls of the blast furnace.
The thing to do is buy the coarsest mix you can find and run it through a window screen dry. Keep the coarse grains and toss everything else in the garden. Now when you add it to your tank you'll find you have about one-tenth of the oil slick that you would normally get.
This also means you throw away up to half of the sand, depending on how coarse you like it, but what you get in the end looks far nicer and it doesn't blow around easily.
I also agree that a deeper bed and additional decorations in strategic locations well help to alleviate this by promoting a little turbulence in the tank instead of strong directional flows.