I dunno, it doesn't actually look like that deep a hole to me, and the scuffed appearance is probably from burrowing into dirt. Heavily suggested that it's in a yukkurarium, due to the previous images (Marisa burrowing down).
Not all artists use badges for the pets, but danger is heavily implied here by the angle, and teh way anon seems to be positioned to strike. Looks more like a group of yukkuris he's decided to keep and then mess with later, rather than actual pets.
I too think this is just woodchip/dust that is used by the previous pictures. Danger is implied here though, noting the trend of most yukkuri pictures... either way, it doesn't really matter.