Obviously I can't hear how loud the sound is that you're hearing, but by the way you describe it, it sounds perfectly normal. Several seconds, to a few minutes after you shut the vehicle off, all 3 of the HVAC actuators fully close. If you sit inside for a few minutes after you shut it off, you will hear this. Then, when you're about to go again, you open the door to get in, and a few seconds after, all of the actuators will at first, fully open, then they will return to the position they should be at, determined by where you have the HVAC controls set. You will definitely hear this, and it is perfectly normal. However, if you hear a loud clicking, then one (or more) of the actuators is having a problem. If that's the case, the following steps can help determine which actuator is having issues:
With the vehicle on, but not running, fan and radio off (quiet as possible inside), rotate the temperature knob back and forth fully. Start at one side and turn it all the way to the other in about a second. Let it sit for about 5 or so seconds, then turn the knob the other way. Doing that, you should hear the temperature blend door moving. Then, do the same thing with the positional knob. Again, you should hear the doors moving. Then, press the recirculate button several times, pausing for about 5 - 10 seconds between presses. You should hear the recirculate door moving.
If one of them is making a loud clicking, then that one is having a problem and should be investigated.