Hayward says to back flush a new installed sand filter BEFORE putting into service on filter. This is to remove any small sand particles that the filter can't catch in the internal screens called laterals. As your filter gets dirty it will actually get more effective and might hold the sand but in any case I don't think you have anything to worry about in terms of pump or filter damage in vacuuming it up. If you keep getting more sand in the pool after a period then I'd be looking for a broken lateral in the filter. Make sure you watch your warranty period. Only backwash when the pressure gets to 8-10psi over it's clean pressure otherwise your wasting water and chemicals.