If its a coughing sort of sound coming back through the airbox, when you let off the throttle it could be the vanes in the turbo starting to stick.
From about 1400rpm in 3rd, accelerate hard to about 2000rpm, just enough to get the turbo spinning hard, then let off the throttle, that should make it do it.
If they get really sticky they will put you in limp mode when accellerating hard to 4000 rpm or so. The vanes will stick and cause it to over boost.
If its still running well, take it on a really long drive, get it nice and hot and make it work, try and burn some soot out of the turbo, you don't need to thrash it, just work it hard from low revs to 3500 - 4000 or so.. 3rds a good gear..
If you move the turbo actuator by hand it should move nicely and snap back when you let go, if its stiff its getting sooted up. Plenty of the guys on here have done the Mr Muscle thing and had good results, have a search.. If thats what it is of coarse..
