I use Linux Containers managed by Incus for working with Claude.
I have a dedicated container for that. It can run its own Docker daemon and other system services if needed.
Apart from the Claude login token, it has no SSH keys or other credentials. I push everything I need to it from the local machine. And I pull the Claude generated outputs from it.
Of course, this kind of setup requires a stack which can run or at least be tested without any credentials.
I do the same, but with pi.dev in Incus, mapping a project folder into the VM.
What I don‘t have compared to sbx is an outbound firewall, but my VM does not have any personal/interesting data, only a vanilla Fedora installation and the project dir with open source code, so I do not care much about exfiltration.
Love Incus and I'm using throwaway restricted projects for testing. Highly recommend incus-windows if you need to do any Windows testing. Having agents validate Windows behavior has reduced so much toil for me.