I did it in Dubai (sandboarding, not ski). Well, outside of Dubai in the literal desert. Sand was blazing hot. Like, you can't walk on it without shoes. We had to let a friend borrow shoes to do the sand boarding because he only had sandals and the sand was too hot for him to walk back up the hill.

It's not as easy to maneuver as snow boarding so even experienced snow boarders just completely eat it over and over going down the hill.

The sand gets in EVERYTHING. You might literally have to throw away your shoes or clothes because washing them isn't enough.

Did i mention it's hot as fuck? Worst 60 bucks I ever spent.