Sift it thru a nylon stocking. I do that all the time over thin water and white glue and I like the way it turns out. Sometimes, I'll run it thru the stocking two or three times. The larger 'chunks' can be used elsewhere.... throw none of it away.
Actually, I scoop up a canister of sand and or dirt from just about every place I travel to. I even have a film canister of sand from Omaha Beach and I'm going to use that some day on a D-Day vignette. That one canister sifted will last a long time too.
(I like to sniff my sand collection from the Caribbean every once in awhile too.... especially at this time of year...