Posterior can exhibit any form but the most important is the prior information.Choice of prior is always the issue in Bayesian framework.May you should try possible number of priors;informative, non informative and so on.I think Multivariate gamma prior may be somehow suitable.
If your matrix represents a complete set of non-overlapping categories, then Dirichlet is OK. It does not matter if you represent such categories as a NxM matrix or as a vector of length NxM.
You might consider a hierarchical model, where you have n independent Dirichlet distributions with common parameter (like in your reply to Hamideh Sadat Fatemi Ghomi), and then put a prior on the common parameter. This would typically require MCMC to estimate. But you could also use empirical Bayes to come up with a point estimate for the common prior and solve this model exactly.