Yes, completely normal. The panela in the chocolate powder (As it's completely natural) is not as fine as the overall particles within the chocolate powder. So when used in a very fine shaker, this is exactly what happens can occur.
We suggest using a shaker with slightly larger holes in the lid. We sell these on our Wholesale Portal. Head to wholesale.pabloandrustys.com.au and check them out.
In addition, please be mindful not to store the shakers below the steam wand or in humid environments, this will also cause the choc to get a little chunky.