I've never experienced any sort of pop.  I leave the Candela on most of the time.  If I'm going to be a way for a while, week or so, I'll turn off the Candela, but I leave the amps on all of the time.  
I do have a transformer hum in my amps prior to the Candela tube circuits catching then its clear, about 20 seconds or so.
Edit:  Try turning down the volume on the Candela prior to turning it off, if you still have a problem.  Just a thought.