Buck converter is making noise

I am working on a project where mains voltage is first converted to 12 v and then it is converted to 5v for the arduino by a Buck converter. However, this Buck converter makes a weird sizing sound as soon as I connect the arduino.

My question: Is this normal or shouldn't it be? If this doesn't work out, how can I fix it?

It concerns the DSN-Mini-360

Usually it's normal a d won't hurt. It can be annoying through.

Is there a way to stop it?

Yep, change the load, apply some kind of sealant/glue to the inductor or pick another kind of DC-DC converter.

It’s just possible there is some interaction between the two power supplies - are capacitors on the output recommended ans fitted ?

It's probably the inductor resonating the PCB - higher frequency switching supplies tend to be less audible, although some drop frequency into the audio range when lightly loaded.