I have the mechanical reverse in mine as well and was worried about the same. When I called Champion, they said it is not a problem, but to minimize the clunk you can put it in 1st right before you shift into reverse just to slow down the spinning gears; or already have it in reverse when you start it up.
I've also found you can have it in 1st and reverse at the same time, but shift out of 1st before releasing the clutch.
I was worried about it because I did have the reverse replaced under warranty due to either improper installation or some other reason causing micro shavings in the transmission. It was a bugger for the shop to get it out and re-installed, a special tool was needed and it was eventually just sent to Champion for them to do it. Weeks and weeks of down time, now I'm careful how I treat it. Champion was just awesome to deal with by the way, can't say enough good about how they handled it. No problems since, and I love having it.