I think they sometimes can do this through boredom. Make sure you are giving them enough variety in their food - personally I never feed pellets, just grain (they never get fat by the way) and add some black sunflower seeds from your merchant, they love those, never white bread but brown as a treat only is fine (or they will become constipated) and corn on the cob (uncooked). Give them non eating things to scratch about at and jump around - branches, bits of wood, biggish stones etc. make it fun. They only have a short life and they're nice wee things.