If his stool consists of firm cigar shaped pieces, with bits of solid fiber running lengthwise, then no, I would not be concerned. If his stool is loose or watery, and has chunks of undigested fiber, I would be finding out what I am feeding him that is causing this.
I think he will get better a digesting it the more he eats it, I have a large Sulcata that recently has been switch from fruits and veg to Bermuda hay. The first few passes it looked almost the same as it did before it went in. But it is getting more digested the longer he eats it.