Nope, I've never had that problem and never heard anyone else having it either...although it makes sense that it could. Are you using liquid or powdered bentonite? If powdered, are you hydrating it before mixing it into the shake? Exactly how are you makin' & takin' the shakes?
Maybe if you ate something with some oil in it just before the shake this wouldn't happen...olives, nuts....hmmm....if I think of another suggestion I'll post again.