Yes it is from my understanding and actually quite common. I've never seen my guy do it (he is such a picky eater so that is probably why) but I was talking to a breeder and he said he never sees shed skin b/c the beardies it before he can clean it out.
It does happen every so often, and it's not too big a deal. If you look at it from their perspective, that's trace nutrients they can reclaim just by eating some old skin... Which is why so many other reptile species will also consume shed skin. Totally normal!