This is a good sign, I find that some clients are scared of relaxing, too deeply, in case they do snore, this disturbs me, and no doubt disturbs them. What I mean about disturbing me, they lie ridgedly or stare at you, not a very good combination if you get this together. So yes, if they are falling deeply, you are doing them justice, you are allowing them to relax, their body further, relieving stress and tension, and in return you can also work deeper.
I know it can be a off putting experience, as this happened to me, when I was at college, you do get embarased, but the more you do the easier it becomes, believe me, in this matter.