There are several different types of dimmers, some of which are not intended to be used with cfl lights or led lights. Certain low cost dimmers use triacs and are inherently noisy. Best to check if the specific dimmer you installed is rated for the specific lights you have.
Most dimmers will buzz to some extent,
It could be the triac itself, or most likely
it is the supressor choke.
Cheaper dimmers tend to buzz more.
Check nothing is loose inside the dimmer.
Sometimes some silicon can reduce buzzing,
but it must be neutral cure.
Potting is the term you Americans use I beleive.
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