I've had this for as long as I can remember, never repeatable and only on odd occasions. I recall someone else commenting on this and not finding a solution or cause, having checked all the joints and splines etc.
While doing the cambelt change on my car I had a look around and contemplated the steering rack, condition of boots etc.
I noticed there is a plug arrangement where the column meets the rack and I wondered if this was for lubrication so checked the manual. It appears it's supposed to have a cap over it but this seems absent on mine, I can only presume from new since I bought the car with just pre-registration miles on it. The absence of the cap does not seem particularly detrimental, just a dirt/dust cap over the plug really.
The plug is a fairly large nylon type plastic thing with a large square projection and just screws in normally. It secures a spring loaded damper block which presumably stops the rack slider from rattling. The manual says use regular LM type grease, typical for bearings etc. As removed it was not entirely dry but didn't have much lube on it.
I packed a fair amount of grease in the hole and pushed the block home to force the grease in, then refitted the spring and plug, nip it up not too tight. The spring loading is not excessive, it won't "explode" when you undo it, just be aware of a spring in there so keep the plug covered when undoing.
I've done a couple of hundred miles since and have to say I haven't noticed the clonk at all. I can't say it is totally cured but it looks pretty likely that this damper block/lube is the source or where the clonk comes from.