There is nothing you can do unfortunately. I have the same problem with my bun Penny.
You just have to closely supervise her and keep checking the garden for any holes and filling them in. Be careful though as I actually thought I'd lost Penny. It turned out she was down a hole that she'd been working on for some time that I hadn't noticed! I managed to put my arm down - feel her bum and drag her out! It's buns natural instinct and nothing will take that away. Out of my four buns though, she is the only one who does it.