Yes great place to picnic.
Yes, you can picnic there.
Their website says: "This beautiful park has two distinct areas—a beach and a park. In the park proper are two picnic shelters with grills, a playground, restroom, and a dog park. Grills, picnic tables, and water fountains are but a few amenities." http://www.pinellascounty.org/park/15_sand_key.htm
Yes
I see other guides pretty much answered your question. Hope that helps!
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