Leaves are still green, so they're alive and doing some work for the plant. Pulling them off will guarantee the plant will die.
I would rig up something to shade that plant for a week or two, and water it deeply every morning. Plants that are newly planted in sandy soil need water every day until you start to see new growth. That's the sign that they are putting out new roots and have recovered from transplant shock. These are not houseplants that can be overwatered. They're out in the heat night and day, trying to survive with a relatively small root ball, until they can get some new roots going.
Sometimes a plant you buy in a pot may have been in the pot too long, and the soil is depleted of it's organic elements which allows the soil to compact. When it does this, it becomes hydrophobic - water is not absorbed, just flows right through. So unless you really broke up the root ball before you planted, that plant was probably already in distress. Soak it, then water daily until the leaves perk up and it starts to grow. A top dressing around it of some really good compost may also help matters. Definitely mulch thickly around the plants with wood chips, leaves or pine needles to help keep the soil cooler as well.
