Many clowns will do this. My GSM is in a tank by himself. There is no way I'd let him in my reef as he would make a mess of it.
Not a behavior you can change. If it's too bothersome you may need to find another place for him.
Good Luck!
they do this when a anomone is not present in a tank, they dig holes that establishes their territories in the tank
my marroon clown would do it so i got rid of him, now my perculas do it now