On the surface this does not sound like standard Catholic teaching. The Second Coming will be at the end of the world. It does not happen multiple times for each Catholic who dies.
However, a more nuanced reflection on your priest’s idea may still be in keeping with the Church’s teaching on the Parousia. Theologian Scott Hahn posits that each time the Eucharist is celebrated, it is a form of Parousia, a foretaste of the Second Coming. As Christ is really and truly present to us, He has indeed come again. Similarly, when we die and reach Heaven, Christ will be truly present to us as well, and it could be seen as a sort of second coming (although this is more tenuous, since Christ pulls us toward Him rather than Him coming to us).
One more possibility about what your priest meant: When we die, our souls leave the temporal plane, and time ceases to exist. We enter into eternity, and thus the “moment” we die will be the same “moment” that Christ returns to Earth at the end of the world.