Chiggers don’t bury into your skin, they suck juices out of you like all nasty insects. The chigger bite is the wound, they, like ticks, inject nasty chemicals that then irritate you.
Prevention is the only way to, well, prevent them.
I usi suppose one could apply borax before exposure, but it dissolves in water, so sweat would mitigate it.
Chiggers are a parasite for humans. They like to burrow into hair follicles as entry point to below skin surface.