My wagon does the same thing. Can't comment on if it's normal, but it doesn't "feel" abnormal to me. If I'm parking on a grade I ease it up against the parking pawl using the brakes to prevent the sudden stop at the end of the 4 or 5 inches and the force associated with it. The parking brake is a good idea, it's just not a habit I've developed unless the grade warrants it.

__________________
-RK
'83 240D, auto, 170,000 miles "Old Blue"
'87 300TD, 140,000 miles