1. Check to see if the circulator comes on immediately when the fire in the boiler starts. If the cieculator starts when a control senses that the water is hot (a circulator control, reverse-acting) local boiling can occur inside the boiler and the steam bubbles collapse when they hit cooler water, making a bang.
2. Purge excess air from the system. A procedure is described at http://www.hydronic.net
3. Some zone valves slam when hit by a column of water; check them.