I know what you mean I have other single cylinder motors and they don't back fire or pop or poof when I shut them down but for whatever reason my Savage does sometimes.  I can give you some advise when you go to re-jet and make the adjustments to help reduce this problem.  Get a tach it's almost impossible to set the idle to 1000 rpm's without one and when I jetted mine I put masking tape with little marks on the throttle and the handlebars so I could tell what throttle position I was at to let me know what part of the carb. I needed to tweak.  I don't think I will be able to eliminate this completely because weather, altitude, and other factors change so you just get it close and live with it.

well, to tell what is happened.
Nothing changed, always there is an big PUFF on the end. I changed pilot jets, first i put 52.5 it was not well, didnt want to work on choke. Then i changed to 50 pilot jet, all is working well as always, but as always there is big PUFF at shut down engine. I tried to put back old muffler, original, and is worst with original muffler.
With pilot jet 50 i did 1 turn mixture screw out, it was enough that engin works well, and i tried with each half turn of screw and no help, always puff on the end. It seems i must accept to live with it.  :'(

These bikes puff when you shut them off.....as explaiend earlier you are pumping unburned fuel into the exhaust sytem when you shut the ignition off.  This unburned fuel is ignited by the hot exhaust system and it makes a "puff" when it is ignited by the hot exhaust.

Higher idle speeds will allow more fuel/air to enter the exhaust, and leaner mixtures will turn the Puff into a KAPOW!  Don't set your idle too low or you will end up with too little oil reaching the cam at idle speeds. Your idle speed should be 1,000 - 1,100 rpm.

There is nothing that jetting your carb differently will change......learn to accept it.