To unlock this achievement you must break 5 specific "Strange Statues". These look just like people covered in Sand, but crumble when you touch them.
To break them you simply have to walk into them.
The game saves instantly when you break a statue, so you can use Stage Select to get all 5 in any order. When you break a Statue, it will be permanently destroyed even between playthroughs.
Here is a video courtesy of Non Stop Trophies. Due to the open nature of this game a video is much better than trying to explain the locations.