Most of the instructions I've read for quinoa say to rinse and/or soak and drain one or several times before cooking, kind of like how basmati is prepared. It is supposed to clean and also reduce the natural bitter taste of quinoa caused by saponins in the outer covering.
I've never had any sand/rocks in mine either. I usually get Bob's red mill or bulk from a health store that may be provided via Azure Standard, but I'm not positive.