It sounds like you have a loose caliper assembly or a loose wheel. Check the tightness of the bolts that attach the caliper assembly to the steering knuckle. The factory service manual advises not to lubricate lug nuts and bolts. Some use a small drop of oil on the threads for more accurate torque measurement, but I believe it is safer to do them dry with bolts and nuts that are clean and run freely. The nuts should be tightened in a star pattern to 100 ft-lbs. The wheel holds the rotor in place. If you have a bunch of lube between the wheel and the rotor and are improperly torqued, this may be where the slip and the clunk are coming from. I would take 'em apart, clean off all the lube from the studs, lug nuts, and from the contact points on the inside of the wheel and the brake rotor, where the two meet. While you have it apart, check the caliper bolts and tighten them if necessary.