It's uphill work, very uphill.
Playing with her is certainly a good way of suggesting alternatives to digging, so is trying to confine her excavations to a restricted area of the garden.
Does she understand the word NO? If not say it calmly while removing her from her digging, Repeat this until you are blue in the face.
My childhood fox terrier never stopped digging, but we did manage to teach him only to dig in one flower-bed where he buried bones. My mother's dachshund refused point-blank to learn not to dig holes.
Right now I am trying to stop a cat from lying on the draining board. When I put him down on the floor for the second time within ten minutes and asked him sarcastically if we could just not pretend I had said no however many times are necessary, he stalked off in a huff and is now lying in the bathroom hand wash-basin!