Is it normal to have some clicking type noises when under stress?

It seems to shift ok (I recently adjusted it by aligning the yellow lines). But when I shift into gear, sometimes I heard some clicking type noises when under stress and then it goes away when I'm riding fast enough. It sort of sounds like when you aren't totally engaged in a gear in a regular derailleur.

When going up a steep hill in 1st gear, I get clicking noises since the gear is always under stress. It isn't really loud but it is definitely noticeable. It isn't the sound of the chain or gears knocking around (loud clicks) which I do get sometimes too but if I'm careful when changing gears, the loud clicking seems to be manageable.