Your feet get hot walking across a beach. which type of heat transfer is occurring from the sand to your feet?

The heat transfer just occurred is mainly conduction.

Conduction happens when two objects are in contact with each other. In the hotter object, the molecules and/or free electrons have a higher kinetic energy, thus they'll travel and collide into other molecules, resulting in spreading the energy to the other object.

The heat transfer happens until thermal equilibrium, where both objects have the same temperature and their molecules have the same kinetic energy rate. 

In addition, radiation is also happening since everything that has a higher temperature than the environment is a net emitter. They release electromagnetic waves that turn out to be radiation. These occur even without the presence of air.