The Spanish striker was controversially sacked by the Ibrox club in April after revealing details of his contract in a hoax telephone call.
He contested the decision but eventually left the club in July with his contract being mutually terminated.
Sandaza, a long-time signing target for Ibrox boss Ally McCoist, has now signed for Spanish Second Division club CD Lugo and is trying to help them get into La Liga.
But the former St Johnstone striker admitted he's still sad at how his Ibrox career ended.
He said: "In the beginning it was a dream to play for Rangers. In the end it became a nightmare.
"It was very nice to play at Ibrox in front of 50,000 fans.
"It's true there was a lot of pressure because people assumed I would score 30 goals, the team would win every week and it would be 5-0 every game.
"But I would recommend to all players to go abroad and try football in the UK.
"It's an example how they live and breathe the sport. After five years in Scotland, I almost feel like a foreigner here in Lugo.
"But Lugo are a team who play very good football and I think I made the right decision. I like this city, the club, the way the fans support their own players. I think I can score goals here.
"And I prefer the Galicians to the Scots!"