Mine also break apart when wet (as in they swell and form shavings), however any part that has been wet stays clumped together. I wouldn’t call it clumping in the traditional clumping cat litter sense though, since it’s easily broken apart. It’s more that as they swell they hold together until disturbed. It’s true you don’t want them eating it, but there isn’t any harm if bunny tries a couple when you first start using them. Both Bandit and Apollo tasted their wood pellets when I first started out on them, and neither had any ill effects from the 3 or so they nibbled on.
I actually liked the holding properties of the dried shavings from the wet wood pellets. I use it in the bottom of my parrot’s cage and I find that the areas that have gotten wet and dried again hold together which makes scooping easier. As I said before though, they do break apart easily so I wouldn’t call it clumping in the traditional sense.