My 2004 TBA Clonks as well. Mostly going into first. My Harley did the same. Only problem I ever had was once when I couldn't get it to go into 1st. Ended up stomping it in and haven't had the problem since. Sounds like it's just a characteristic of the bike. The smoothest trans I've ever seen are the Suzuki's.
I think I like the clonk though. helps me remember what gear I'm in!