Well, after getting the main dome of the oven completed a few days ago, I let the oven sit for a couple days, then carved out the door, and pulled out the sand – and it didn’t collapse!
I let the oven sit for another day, and then couldn’t resist building a small fire, to move the process of drying out along.

And no cracks!
Today I started applying the insulation layer – a fairly wet mixture of clay, sand, and straw.  I used fairly equal ratios of sand and clay, mixed with water until I got a consistency that was similar to a medium thick milkshake.  Then I kneaded in handfuls of straw.
Once the straw was completely coated in the clay/sand mixture, I added more straw, and repeated.  I wanted the straw clumps to hold together – so once I thought the clumps were just about not staying together, I quit adding straw, and kneaded a splash more water into the mix.
I then threw big clumps of the mixture around the base of the oven.  I want to try and build up a 4 – 6″ layer of insulation.  Unfortunately, I didn’t have enough clay to make the insulation mixture cover the entire oven.  So I’ll be off to Plainsman Pottery this week to get a couple more bags!  I’ll buy extra so that I can put a final finishing layer over the insulation.