I have never heard of anyone doing that and while I don't think that would be a problem just don't block any weep holes in the box. Sand is always good or cement, but that's hard to get out if you have to. Even if it rusts inside most likely it will out live most of us inhere anyway
And the only birds we have here are those damned vermin turkeys, havent seem a wild pheasant, since I was a kid and the stocked ones ,well ya might as well shoot a chicken,,lol