Welcome, Jay! The others are right about pinkies not being big enough prey for your ball python, but more importantly, they're mostly just fat and so not very nutritious. No harm done, though, as long as you don't continue with them.

Also, I wouldn't believe someone who told you any substrate was safe for a snake to ingest, unless the substrate was paper or fur. Too small (such as corn cobs or walnut chips) and it can become lodged in the intestines and create a blockage, too big or too pointy and it can cause abcesses and ruptures. However, as long as the snake isn't actually eating on the loose substrate and it's not made of a high-phenol wood (pine, cedar, redwood, etc.), it should be fine.