Thanks Dank and Lord Soth for your recommendations.
I am and always have been (to quote Mr. Spock

) aware of the proper audiophile turn on sequence. I only broached the question because the thumping didn't occur with the three stock 6N1P-EV tubes (although I haven't put them back in since I got my uber expensive Telefunkens to see if things have changed in the CSP+ itself).
My powered sub has no manual on/off switch; it has an auto sensing circuit to turn on/off with the audio signal. I believe the Telefunken/CSP+ combination must be creating an audio pulse at turn on that the 6N1P-EV/CSP+ combination does not and that's the reason for the thumping with the Telefunken's. I imagine Steve or Kevin might have far better technical insight into this. I will ask them both in due course.
The Taboo III also has one of these NOS Telefunkens and even with the volume wide open at turn on

, there is no thump through the main speakers.
Also, took the NOS Telefunken tubes and put them in my Woo WA2 (also an OTL preamp like the CSP+) and there was no thump through any of my earphones with the WA2 volume at off and 9 o'clock on turn on.
Addendum: 6/20/13, 5:20pm
In CSP+ Driver positions, I replaced my matched pair of Telefunken E88CCs with stock 6N1P-EVs and left one Telefunken E88CC in Input tube position. No thumping during turn on whether volume at 0 or above. Looks as if CSP+ and Telefunkens have an issue in Driver positions.