the wet/dry has a lot of room for back flow incase of power outages. In your picture, the right side of the filter will be less than 1/2 full at all times.
There's really no way to put in sand, as the bottom of the filter is completely open... If you put sand in there, it will creep over to the other side, get into your return pump and screw it all up. You're best off with just LR rubble and/or bio balls.. I don't understand why people don't like the bio balls... they accomplish exactly the same thing as LR, and they actually have more surface area than LR. If you're going to go with some sort of rock, i would get the manufactured lava rock from your lfs. Those are so porous, they're better than normal LR. If you cycle your tank with that, you'll be fine. You could add some cured LR to speed the process along too.