Make sure that they have a chance to dig in and hide under the substrate, or in a box with say 3/4ths full of moist peat moss. Tegus need to have a hide spot to feel comfortable, it's like a security blancket for them. When I take away their hide spot they go into "house seeking mode". After a little while they won't even eat because they're freaking out looking for some place to dig in and call home. I think it's one of their quirks because they've got a little more mind then most lizards. Also mine hate it when I dig them up when they're in their safe spot.