The southern sand octopus (Octopus kaurna) whips up some seafloor "quicksand" lined with mucus and burrows into it to rest during the daytime. From New Scientist:
(University of Melbourne researcher Jasper) Montana and his team first caught the octopus in the act of burrowing in 2008 when they were scuba diving at night in Port Philip Bay, south of Melbourne, Australia. When they shone a light on the octopus, the startled animal spread out its arms and repeatedly injected high-powered jets of water into the sediment using its funnel. This caused grains of sand to be temporarily suspended in water, making it like sandy water.
"The sediment became fluid like quicksand," Montana says. The octopus put its arms into the sand while still pumping out water and eventually dived down into the sediment. The liquefied sand is likely to reduce drag and so allow the animal to burrow more quickly, using less energy, Montana's team speculates….
They (later) found that the animal used its arms and mantle to push the sand away and form a burrow. It also extended two arms to the surface to create a narrow chimney to breathe through. Finally, it secured the walls of its new home with a layer of mucus that kept the grains of sand together so the entire thing maintained its shape.
"Zoologger: Octopus makes own quicksand to build burrow on seabed" (New Scientist via Laughing Squid)