Doing Sajda on a Stone?

They follow their Islamic Shariah, just like you would follow your version. Remember there are many many different Sharias and methods.

Their sharia allows (and perhaps enforces) that they must put something (paper/clay/soil) and put their forehead on it during sajda.

Why it would be any issue with non-Shias.

We should question only the practices that are harming us or disrupting law and order in the society.

Benign practices such as using clay/stone etc. or saying loud ameen, or other little things are OKey dokey.