DIAGNOSIS Yeah, this one's common and freaks people out. That's the auger doing a periodic reverse cycle. It's a programmed feature, not a bug, to prevent a 'heat bridge' from forming in the pellet hopper.
FIX This is normal operation, so there's nothing to 'fix.' The controller runs the auger in reverse for a few seconds every so often if the grill is plugged in but in standby mode, to keep the pellets loose. You can make it stop by simply unplugging the grill from the outlet when you're done cooking.
IF THAT DIDN'T WORK If the clicking is constant, erratic, or happening while you're trying to cook, that's a different problem. It could mean the auger motor is struggling against a jam or failing. In that case, you'd need to power down, empty the hopper, and check for a pellet jam in the auger tube.
HEADS UP Don't ignore a true constant grinding or straining noise *during* a cook. That's the auger motor potentially burning itself out trying to push pellets, and you'll need to shut it down to investigate a jam or faulty motor before it fully fails.