yep, mine does it, too. i can't say for certain that it's exclusive to cold weather, but i'd like to think so. and we're not talking about the initial clunk of dropping it from neutral into first, we're talking when the bike is idling with the clutch pulled in. just sounds like every once in a while there's a big hammer in there. i may switch to diff oil, i'm running mobil 1 red cap (bought cases of it before it disappeared).
side note: if your fjr is clunking from the tranny from the initial neutral to 1st gear gear change, try this: leave bike in 1st gear when parked; in the a.m., before even starting the bike, pull clutch in, and "rock" it out of first, into neutral. if you're intent on leaving it parked in neutral, in the a.m., before even starting, pull in clutch, drop into 1st, [edited as was wrong when i first typed, is now correct] keep clutch pulled in, rock back and forth gently, then put back in neutral.
hth.