Thanks for the replies ... I've been hand picking the rocks too, I spend way too much time in the corral trying to keep it safe for them.
I'm also leaving some of the manure behind to help the sand become more like a soil.
What I've been concerned about is sand colic. Guess I'll just keep watering it to keep it more stable and leave more of the manure behind. I've also upped their intake of psyllium.
I WISH I had your problem! Where I board (near the Tucson mountains), it's all rocky! Some places have "arena mix" that mix in bedding and I've hear that's pretty decent.