I have the same thing, cold start brake pedal still pushed down I hear the "thumping" sometimes it seems like I can even feel it through the brake pedal. but as soon as I release its gone. Havent had any issues with it and haven't noticed anything out of the ordinary. Although annoying it does not worry me enough to do something about it.
tl;dr: I have the same thing, I dont know what causes it, doesnt seem to cause any problems.