I have this machine. It's about a year old. Mine makes the clunking sound, too, when sewing a seam on something thicker than two layers of cotton. It also clunks on certain decorative stitch settings.
Have you tried setting the stitch length to 0? And try setting the tension to something other than auto.
I'm getting a little better at FMQ...nothing I'd want to do on a quilt yet. I think it's just going to take a lot of practicepracticepractice to get the machine speed and hand rhythm down. I have the best luck when I sew out words at about the speed I'd write it. I've read many times here and elsewhere to practice drawing out your design over and over w/pen & paper.
Are you familiar with Leah Day's site? She has some great video tuts and tips. Google "Day Style Designs".