It's never going sound super smooth like a Moog or something. But it's not supposed too. It's 8-bit and trying to do an almighty amount of processing at only 16Mhz!
The clicks are barely noticeable in that track. There's some really nice sounds...
The really annoying clicks in the 'sneak preview' video are the sort you can hear between 1:50 and 2:00 when the sounds shut off. To me it sounds like you're changing the volume at non-zero-crossing-points in the waveform (you should only change 'volume' when the wave crosses zero).