Is this normal 1 month post FUE that there's no shedding?

It is normal to lose transplanted hairs days to weeks after surgery.  It may take 6 to 12 months to see new hairs grow out.  Some may not have any shedding.

At one month I would not be too concerned with our lack of shedding.  Everyone can have different healing time from surgery, Your new hairs will grow regardless.  

There are two reasons why there would be no shedding at one month. One would be because the hairs are ready to shed and they are just sort if stuck. At one month you can shampoo more aggressively and this will help the dislodging of the hairs. The second reason why is that the hairs will not shed and they are actually growing. While this is rare it does happen from time to time.

A very few individuals will bypass the shedding phase completely and hairs will continue to grow. If you start to shed transplanted hairs now that is nothing to worry about.

Sometimes people find that their hairs do not shed nor do they grow. At one month I would not worry about that because once the growth starts, these hairs will be pushed out.