In the bunker, without a ball, set up into your set up position.  Open the face of your club up until the face is nearly pointing to the sky or parallel to the ground.  Scoop up some sand onto the club face.  Take a swing.  Your goal is to keep the sand on the club face for as long as you can finally throwing it over your shoulder.  Start with slow swings and then move into a more typical swing speed.

Throw the sand over your shoulder.  If you can hear it landing behind you then you are starting to maintain loft during your swing.  If the sand keeps falling off the club face before you finish your backswing then you are most likely de-lofting the club face on the way back.  If you take loft off the club face in the backswing it is more than likely you will have to make compensation in the downswing to create some loft again.

The danger in trying to create loft in the downswing can lead to you falling back and away resulting in your club head hitting too far behind the ball or hitting the ball on the upswing causing you to thin or belly the ball.

Give it a go!