Remove the upper hull and place the tank on the table with the tracks off the ground. Turn it on and run it, turn off the smoker once you eliminate that as the source of clicking. It's probably the tracks, the guide teeth in the middle as they rub against the sprocket and or road wheels. They'll wear in and it'll go away.

What bugs me with the Walker is that nobody has come out with a spring upgrade like the PZIII. With metal tracks and gearbox the things sags like crazy in the back. Several innovative folks have posted how tos but nothing specific as to exactly which spring would work, like a part number from Century Spring Company. I've done it for the airsoft guns, still have some tests to complete when I get the time.