Dojo/Weather loaches get much much larger than Kuhli loaches. Cool fish, but aren't the most careful fish, bumping into whatever plants or fish are in their way, especially during feeding time.
Kuhli loaches are much smaller and extremely gentle and peaceful. You could say just as peaceful as Corydoras.
As mentioned, they do like to stay in the shade during light hours, so provide lots of cover. The more cover around, the more likely they are to venture around during the day. They are social fish, so the more Kuhli's the better (get bare minimum of at least 5).
Dojos and Kuhli's both would prefer to be on sand as it is gentler on their skin and they like to sift the sand pieces through their mouth/gills finding little bits of food. They can be kept on harder and larger substrates though without any problems. Same with Corydoras.
Kuhli loaches (Pangio sp.) are one of my favorite fish and I have over a dozen different Kuhli (Pangio) species (species, not just a dozen Kuhlis in total. Some I have not even found a description of). Out of all of them, I have never once seen them burrow and I do keep them on fine sand. Even when chasing them with a net or some other highly stressful event, I still have never seen any one of them burrow.
I do have other loach species that do burrow, and out of all my experience with Kuhli's, they do not burrow.
Do your research on any fish you consider to make sure you have the appropriate environment/water for them. Do note how much larger Dojo loaches get in case your tank size is not large enough. Make sure to have a good lid with dojo loaches.
You could always put a sand layer/cap on top of your current substrate. Half an inch is fine enough, but an inch is better.