That's a Ford thing. My 86 Capri even does it- and it's got 221K miles on it, so I don't think it hurts anything. My wife's Ranger does it, and every Escort I've had does it too. The key here, like has been mentioned above, is to keep good fluid in the transmission. It's amazing the difference it makes!
Its a ford thing?
You are aware that tremec was building them until getrag(china) took over,so please help me understand how its a "ford thing" when the transmissions are built by different manufacturers.
The reason it clunked is because when you stopped the engine idled up slightly to give the brakes the required power and because you shifted immediately into reverse the engine didn't get enough time to idle down.
If you give it a couple of seconds the idle speed will drop enough to avoid that clunk.
Although I'm sure it happening seldom won't break anything if it happens more frequently it will cause slap in the u-joint.