I think that's fine. When you stop in park and it rolls to it's 'stoppers' (better word??), there will be a little tension in the tranny/drivetrain, which is realised when you come out of park. When using handbrake, the brake operates directly at the wheel so there's little tension.
I'm assuming it clunks as you go from P to 'N', not only as you go into 'D'?
2.5-16v 1990 90,000m Astral Silver
2.0E 8v 1986 107,000m Black