I don't agree with the analysis of these words as "nouns used as adverbs".
"Break-dancing" is a compound noun. There is a compound verb "he break-dances", but I would not consider "break" to be an adverb in that phrase. It is part of the verb.
Also "Christmas shopping" uses "Christmas" as an attributive noun (which are very common in English) to modify th ...
Is it common in English?
They are fairly common. By that, I mean if you use such terms, you won't get a lot of raised eyebrows.
Are there more examples?
Collins lists "break dancing" (with a space) as a noun. It also has it without the space. Collins also lists "Christmas shopping" as a noun.
Then there are these: bird-watching, whale watching, binge ...