Is this common practice in other EASA countries that CAA senior inspector/ auditor shows up at your classes to review your work?
Yes, quite common practice. ARA.GEN.305 requires the competent authority to establish and maintain an oversight programme that includes, among other things, audits and inspections,
including ramp and
unannounced inspections. However, if you know three weeks before the event that they are going to attend, it's hardly 'unannounced'. Over the years, I've had CAA inspectors witness me conducting both classroom and flight instruction - it's never bothered me in the least.