I wouldn't worry TOO too much. Definitely get her checked out, as I did when mine was doing that. The vet said she seemed very healthy and checked her breathing, which also sounded good. They do it when they're stressed -did the dragon just arrive at the shop?- and also when they're physically exhausted, like when my dragon fruitlessly tried to catch four fish in a tiiiiiiiiiny container :P (She'd be so dead in the wild <_<)
But it IS often a sign of a respiratory infection, which is why if it keeps up it's a good idea to take the critter to the vet. Just saying not to panic too much. It also seems to be something they do while basking to regulate temperature; crocs do it too, and tricia has a picture of one of her dragons doing it in the sun where she describes it as "grinning"
