No, it is more likely to impact your gecko and kill it. Calcium sand because of the added minerals reptiles want to eat it. You can feed outside the tank all you like, the gecko will still go after the sand just for the vitamins. This as a result builds up in their digestive track more and blocks it. Also calicum sand is not digestible. It doesn't matter what the bag or employee says. Also leopard geckos do not live on sand. They live on rocks and hard packed dirt. If they are to come in contact with sand it is not loose.
I instead recommend slate tiles over sand. Its far safer and more natural for the gecko. Its also easy to clean, cheap, and absorbs heat well.
I have 3 leopard geckos on slate tiles (2 of the three used to be on sand, the other on walnut shells)
My gecko's vets