Nothing immediately jumps to mind.
Does it make the sound no matter if the engine is warm or cold when starting it? e.g. After driving 15+ min, shut her down, wait 5 sec, and start her up again - do you get the noise then?
Is it a 'pop' like a champagne cork, or more of a 'click' like a rimshot?
Have someone else start the car while you listen for it with the hood up - can you locate approximately where the sound is coming from?
Other than your Thermal, what mods do you have?
Are you still under warranty?