All of mine do it, but the males seem to do it more often. It could be because I have more males than females and the females get intimidated by them a lot.
One of my young cockerels finally discovered the dirt bath in the coop/got over his fear of it. They've been dust bathing outside or in the poop boards PDZ. Anyway, I was scooping poop and he was in the dirt bath and making the sweetest sounds. He sounded like a whimpering puppy -- I've never head this particular sound from anyone in my flock before.