Yeah, it's normal. Some cars do it and some don't. My Subaru and Mirage don't - my grandparents Buick, uncle's F250, and both work trucks "knock" for two or three seconds after an oil change (even with the filter filled).
I wouldn't worry about it.
I remember an old mechanic once telling me that he can tell a lot about an engine's general condition, by listening to how it sounds right after an oil change.
What exactly he was listening for I don't know, sure hope it wasn't for an engine knock.
The guy was an old timer and had an answer for everything, usually was always right too.
Some engines do this. Try filling the filter a bit more. I pre-fill the filter at the start of the OC, and install the filter last. During that time the level in the filter drops, so I add more oil to it. Try doing that next time if you aren't doing it now. In some cases what looks like a half filled filter after the oil is poured in, is a quarter filled about 10 minutes later.
I don't prefill my oil filters, they mount horizontally. I have a brief 1 or 2 second noise at intitial start up after an oil change. Nothing to worry about. When I was using Fram's OCoD and it clacked on every start up and lasted more than a second or two, that's when to worry about wear.