Rupert Drops specifically... no. While Rupert Drops are surprisingly resilient when hit on the head, the tails are notoriously fragile, and if you break the tip, the head disintegrates. Keeping the fragile tail in tact in a fight is just not going to happen; so, a solid hunk of glass mounted to the end of a stick would likely serve you better.
Now, if you want to know the best way to make a club out of glass, the answer is probably synthetic mother of pearl. Nacre (mother of pearl) is a glass like substance made from a microscopic lattice work instead of solid material. Nacrized glass is 200 times as shatter resistant as solid glass meaning it would hold up to the abuse of a fight just as well as any metallic weapon. Now, this may not be very realistic since a civilization with the technology to make nacrized glass probably is not fighting with clubs, but if you feel comfortable with a little bit of handwavium to say that they figured out how to nacrize glass ahead of modern civilization due to their strong environmental factors, it could make for a cool story.
It would also explain why they aren't just digging a little deeper to get to the actual metal ores under the sand as John pointed out.