I can hear the pop as well. EXTREMELY faint two pops during the skip. First pop is when you initiate the skip. Second pop is when the skip is completed (i.e. when the track starts to play).
It seems to be depending on the quality or the sensitivity of the headphone / earphones. On my ATH-Pro700, I couldn't hear a thing. But on both e4c and SE530, I was about to hear it.
Setup: Beep off, volume zero, SP minidisc inserted, battery powered, audio out set to headphone, used without the wired remote.