Depending on your soil and the amount of moisture in it, you will probably have to build a fire and let it burn for a while. Like 4-12 hours. And it will have to be a big fire, out of green wood to get a lot of coals to bake the moisture out.
How deep to bury it depends on your soil, too. Plus how big a fire, what kind of wood you're burning, how windy it is and how thick the bed of coal you build up. And what kind of rock you have. One size does not fit all rocks. Some treat at much lower temps than others.
Way back when, I'd start a bonfire in the evening, get flames head high and let it burn out all night. Next morning, scrape off the hot soil and some embers, put my preforms on the ground, cover them back over, about 2-3 fingers down. Then carefully build the fire back up. Once it was going good, start adding green wood until you get the head high flames. You cannot toss logs on, that will break the preforms or knock the sand off, in which case, the preforms explode. Once I got about ankle deep coals, I went off and let the fire burn out on it's own. Let the ground cool on its own, dig them up too quick and they will crack into pieces as they cool.
So, usually two nights and one day to cook the rock, you can dig them up on about the morning of the third day.
Or you can put them in a turkey basting pan with a lid, full of sand and put them in the oven. Cook for at least two hours with the top off, just below the boiling point of water to make sure the sand is completely dry. Then go up in thirds every two hours to your desired temp, hold that for two hours, then turn it off and let it sit until cool.
Or use a kiln, under boiling point for at least two hours to dry the rock, 1/3, 1/3, 1/3 and hold for a couple of hours, then turn the kiln off.
The reason I talk about drying the rock and sand is that if you do not, or heat the rock up too quickly, the water inside the rock will cause a steam explosion.
Or, you ain't lived until you've been next to a head high bonfire listening to your blanks and preforms explode and getting showered with chunks of red hot rock.
You can do the same thing with surface firing pottery...ask me how I know that one....