That's very common behavior. I have 10 layers and they all do it. It's sort of like a remnant of the "I'll just cover myself up and nobody will see me or my little family" instinct. I love to watch them do that. Some just grab a bit, toss it and are done, and others, like my Mathilda, have to make a major production of it. She'll run frantically from corner to corner in the coop grabbing and tossing, not even realizing that as she runs all the stuff she put on her back is sliding off. Then she'll get in the nest, look and see just THE perfect feather, and have to add that to her ensemble, even if she has to leave the nest to reach it and start the entire process over again. Silly chickens!