Jackie - yes! They do it as they fall asleep. If your birds do it, rest assured they are happy and content, it's a sign of contentment. It also conditions their beaks. It's a self-stimulation behavior, kind of like a kid sucking their thumb- but it actually serves a purpose.
Let's you know they are happy, and keeps their beaks in good shape.
It's a weird grating sound though, I agree

My Cockatoo was the loudest beak grinder. Dante and Dweezil both do it, not as loud as Daphne- but - she was a much bigger bird.