The current fry box I have almost acts as a separate aquarium other than it hangs on the tank and water is constantly funneling in from the display tank through a little air hose connection which controls the flow, and on the opposite side is a small return to keep the water as fresh as possible. Problem being is he kind of just freezes when he's in it, stays in place just like in the picture, and only returns to normal when in the display. I'll throw some sand in and make a make shift privacy type of deal see if that helps him at all.
Substrate could help, but the problem is that he's suddenly in a foreign place with no where to hide and views of all the scary things on all sides. If you want to use that box, cover the external sides (at least two) with paper or tape or something to block line of sight. Bottom would probably be good but maybe less important. I like putting a couple segments of 3/4" locline in mine to make a little cave to hide in (some random 1" or smaller PVC fittings would do the job), and those should go a long way towards reducing the stress of being in the box.
The bottom line is, if he's not grazing in the box, there is literally no benefit of using it. So either leave him in for long enough for him to start grazing with the food around, or try to make it work just in the tank. Especially if this involves handling/catching him every day to put him in there. My vote, if I get one, would be just leave him in the box (sides shaded, some structure to hide in) and try to fatten him up with live and prepared foods.