Jen, they are your frogs, you can feed and decorate however you want, but the ingredients that they use in those pellets are complete garbage. I am not a fan of premade pet foods, and there are so many better alternatives out there.
I won't use sand substrate with my frogs, they could accidentally eat it, but I'm more concerned with it trapping waste or uneaten food. This causes a build up of bacteria, which can be harmful to the frogs. I have met far too many people that own either frogs or fish, and they don't own an aquarium vacuum/python. The ones that do, don't know how to use it properly, and will change the water, but not clean their substrate, or they will wait until the water has evaporated before they will top up the tank.
The worst I've ever seen was a 75 gallon tank that I bought off of Craig's List, the tank came with Piranhas. Every bucket of water I took out of that tank was black, because I was cleaning the gravel with my aquarium vacuum while I emptied the tank.