I had this same problem. It took a bit of research to figure it out. I still have the same problem on my front endlinks and swaybar.
When you tightened the swaybar-endlink connection, the bolt was most likely not perfectly aligned within both the swaybar and the endlink. When you tightened the bolt down, what feels like the tightest you can get it...actually is not so.
When your swaybar works, it moves in that little bit of space left over on the bolt.
To fix this, get back under the car and make sure that the bolt is aligned completely horizontal so that there is no space when you have the nut tightened completely. With no free space, the swaybar cannot move, and will not "clunk" anymore.
It will also stiffen up your swaying a bit.