Actually, come to think about it, you can hear the AC ducts moving both when the car is started and when on the last pre-ignition point! Becomes annoying sometimes haha! Some people did have more movement than others and I think one of the controller units were replaced under warranty by the dealer. My ducts click loads, but the whole system seems to work fine.
In terms of the actual engine as other have said, in general the GTI's engine is very tappety sounding unfortunately, and very diesel like!