How do burrowing animals get enough oxygen?
As the body mass of an organism decreases, their volume decreases with direct proportionality, so their metabolic needs are also reduced. The result is that small organisms like worms and insects have a much larger surface area to body mass ratio, which lets them passively transfer oxygen into their bodies much more easily. 

I am by no means an entomologist but most species of insects are able to exchange gases with the environment without any active respiration at all. Due to their small size, gases can passively diffuse through the trachea and spiracles directly to their internal fluids/muscles.

That said, insects simply have much much lower basal metabolic rates compared to even small vertebrates. Lower metabolic rates mean lower oxygen needs, so that's why its not uncommon to see insects surviving in cracks and crevices that don't have a lot of air circulation. The little air circulation that does occur in the temperatures that insects thrive in is more than enough to support their oxygen needs.