I see someone mentioned Code Golf (:P) sandboxes are definitely useful IMO if your site is getting a lot of questions that are downvoted or closed for being low-quality not because the content itself is irredeemable or off-topic but that it isn't formatted correctly, is missing components necessary to a good question, etc.
It's not so much a good fit for sites like SO where the intent is someone with a question needs an answer to get something done, but is a better fit for sites with more discussion-based questions, and is exceptionally good for sites like Code Golf and Puzzling (though we are very much exceptions in every regard when it comes to SE).
My only warning would be that sometimes users put something in the Sandbox and then expect when they post it to main there will be absolutely nothing wrong. Even if it gets good feedback in the Sandbox, issues can still arise later on, and if not enough people watch the Sandbox, posts may not get enough attention and thus not get the necessary feedback, and this can push users away from it because they feel like it's not useful and their question will get downvoted/closed anyway.
So, if y'all think it'd work, I'd definitely give it a shot; if questions that get closed are often reparable and could've been fixed before posting, a Sandbox would definitely help IMO, and it lets people make sure their questions are good without facing the penalties and only receiving the feedback. Good luck if you do decide to set one up :)
What is the Sandbox?
This "Sandbox" is a place where Politics users can get feedback on prospective questions they wish to post to the main page. This is useful because writing a clear and fully specified question on your first try can be difficult, and there is a much better chance of your quest...