I use different things for my two –
Powder is awesome and listens to me mostly so I just say “Powder, no” and if he doesn’t stop, I get up and walk towards him and he stops then.
Stickers is a brat and doesn’t like to listen. I say “No” to her she looks at me, flattens her ears and goes back to what she was doing. If I try to physically stop her, she’ll just keep digging unless I actually pick her up and move her. So two things work for her – most commonly I use a sharp, short, loud noise “EH!” and it gets her attention, if she does it again, I make the noise again, she figures out that means “Stop it” and will stop. If she’s being REALLY bad and just won’t listen no matter what I do, I have a squirt bottle filled with water and just one little jet gets used.
When you stop them, always give them something they like and are allowed to do their destructive behavior on. At first Stickers didn’t use diggy boxes either, but I tried a couple of different types and found one she likes. She likes digging on cloth, so I gave her a SECURE and safe cloth thing at the bottom of her dig box to dig on and covered it with balled up phone book pages. For chewing, I keep willow toys and chew sticks available and give them those – or cardboard toys they like. The behavior is natural, so you don’t want to stop it, just divert it. 