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I may be overlooking it in the django example repo <https://github.com/pantsbuild/example-django/tree/main|here> but how would I run `makemigrations` and have the migration file end up in the repo and not the sandbox?

You set `run_goal_use_sandbox` on the `pex_binary` target. See: <https://www.pantsbuild.org/stable/docs/python/goals/run#execution-semantics>

We really should demo this in the example repo, you are correct that this is missing there