its called "flashing". i would check your water parameters. my fish do that occasionally on the sand, but not everyone all at once-and not all the time.
They're probably ok, fish get itchy too you know . However, it's also frequently caused by water that's turning "bad". Not bad like you're going to kill everyone but bad like they might get a little bit sick. When you changed your substrate you took out all of the bacteria from your old substrate and you're now basically re-cycling your tank with fish in it. Just like Roombo with his(her? sorry I'm not sure ) new tank and a high bio-load, you both could be getting spikes in nitrites and ammonia. All you need to do is change about 10-15% of the water today and then every 3-4 days for the next week or so and you should be fine. Whatever you do don't touch your filters for about 2 weeks, they're storing all of your bacteria at the moment .