I wouldn't refer to it as common even if it was coming off the stock pile especially during warm weather. Through a couple of thousand tons I'd be pushing it to say I see a few pieces of nut in the rice, however there are many ways that can happen.
For example if there is hole in the screen and the guys running the breaker aren't aware of it. Another probably more common way is pieces freeze to stuff in the colder weather, the loader, the trucks, etc... you look for them but you can't expect to catch them all particuallryly the ones sticing to the loader.
The pieces that do make it into my trucks usually get spotted or heard. If the piece is big enough you can usually hear it when it hits the chute. . Stop the coal and it's usually right on top of the pile in the window, that or you'll see it going down the chute, few pieces ever make into someones house.
As far as screening it I reccomend that too all my customers regardless, only takes one piece to really screw things. The auger syatem I have is particualrly a pain in the butt. It will break the shear pin then you have to pull the whole screw out. I often wondered why manufactureres don't have large screens on the hoppers, at least so thwey screen out pea or bigger.