The small purchases are made to cover loses incurred by the short-selling (if price goes up after a short-sale, the portfolio has lost 'value', and must purchase CLAM to cover that loss).
At least, that is my understanding of it.
Small price changes normally wouldn't cause margin calls. You have to lose enough to drop below the minimum required equity first. Of course that depends how leveraged you are. Poloniex allows something like 4:1 leverage I believe, though some of the BTC margin exchanges allow some really crazy stuff like 50:1 or maybe even 100:1