My friend's dog (a rescue) dug holes in the yard on a daily basis, so out of total frustration she tried cayenne. It did not hurt Annie, but it did not stop her digging either.
Hi Jodi...
I also read that putting some of their "poo" in the hole will stop them from digging.
Thankfully...Sasha isn't much of a digger...but...when she does...I will put a rock or two...sometimes three (smile) on the spot where she is digging...and that has stopped her from digging "Everytime"!
I hope this helps...
I have heard of using cayenne pepper to make a paste to put on furniture to deter chewing. A trainer once told me to bury a blown up balloon where the dog digs and when they dig and it pops, it will startle them enough to stop the digging. We used to put bricks in the holes and cover them up and that worked for fence areas etc.