You can try filling the holes with their own feces under the top layer of dirt. It stops some dogs. You might have to do it alot as they may just move to a new area.

When we lived in the city, my dogs had a sanbox. That was the area they were allowed to dig in. Took some training to teach them, but after that they had a great time--I used to bury treats, bones, toys ect to get them to dig there.

Now I've just given up! Dig away, just not right in front of the door where I might break an ankle!