Yup, it happens. I do a lot (or use to do a lot) of home roasting. I would source my beans from a variety of locations. I have found a lot of interesting stuff in greens. Rocks, nails, even found a an old bullet (not a cartridge just a spent bullet) in greens. It is interesting where you find those. I was turning a hunk of cherry on the lathe a few months ago. Saw something shiny as I was turning. About the time I went to turn off the lathe to see what it was a 9mm flew out at 2800RPM and smacked my face shield. Apparently someone used that tree for target practice 50 years ago. I do not screen out my roasted coffee like I do greens but I do make it a habit to slowly pour the coffee into the hopper while looking for any debris.

Haven't had the misfortune of finding any actual rocks yet in my home-roasting, but do run into an occasional fragment of concrete probably part of the patio that the beans dried on, and they usually crumble between my fingers so they wouldn't present a problem even if they were ground. It still is a good idea to do a visual inspection as they are cooling in the cooling tray.