My furnace bangs like that when it comes on too. Must not light till it builds up a bit of gas then pops. I did see once where there was fire backing up some tubes that wasnt supposed to be there lit!! Plus my duct work pops when it heats and cools too!!
Try turning heat WAAAY down for a few hours till the house gets waaaay cool.,,,take burner door OFF to watch,,,then at a reasonable safe distance,,have somebody turn UP the thermastat while you are watching the pilot and flame!! MIGHT be surprised to see what the boom may be!! Hope that settles the issue!!-d-