I never have found anyone in my country gambling when they are grieving or in the cemetery. But I ever frequently seen people gambling when they have parties like weeding in his home. They are playing cards and dominoes, bet a small money and sometime with huge amount of money if the host join in playing too.
Alot of people does this periodically usually when they really want to get off some stress but not necessarily ok the aspect of gambling when grieving, it's more or less like an addiction to me, because in such situations it's addicted gambling that looks our for possible measures to gamble even when they lost a loved one but it's sure rare in my domain or country.