I suspect is is and issue with the switching and not the Piccolo itself.
Switches are created as either "make before brake", or "shorting". Shorting style switches cause these loud pops. Make before brake switches do not generally pop this loud.
Using a ceramic or film caps is an interesting idea if it does not sonically effect the signal.
I did not research the digikey switch that is configured for the Piccolo, but I suspect it is a shorting switch. That said, to merky up the waters, I have some make before break switches which also pop.
This audio world can be a problematic relationship.