i wouldnt, most likely lead to some very dessicated scorps. If it was damp it would probably be alright. Why dont you use sand? Its what they live on and under most of the time anyway.
Stick with sand and just make sure the container is sealed to keep the humidity up.
Jordan
yeah, i plan on using peat moss and sand etc...I just dont have any atm and was wondering if it be ok to use damp sawdust untill i can get some sand in the next few days...