How common are shortlist notifications for math postdocs? As the title says, how common is it for mathematics departments (in the US) to notify postdoc applicants when they're shortlisted?

As I'm currently waiting for postdoc offers and haven't got any shortlist notification yet, I want to know if I should start to panic.
It's not common to officially notify applicants that they are on a short list.  If you find out, it will probably be via backchannel communications through your advisor.  That's the best way to gather information, since your advisor's contacts may be more open with him/her than they would be with you, and your advisor can put in a good word for you at the same time.