In my experience, I have seen Khuli loaches burrow into small sized pebbles around 2 -4mm, hence i believe most pebble type stones will work if that is what you want.
If you don't want them to always be burrowing and hiding, then you can either have a bare tank - like they do in pet shops, or you can use fine sand, such as seachem's black sand - they wont burrow into that stuff :slfg: not because that stuff is sharp, rather i think it is just a bit too dense and heavy for them.