What's making your noise is the FCV (flow control valve). It operates during normal operation in conjunction with the MAF to activate the EGR. At shutdown it partially closes to make shutdown a little "softer".
You can unplug it if you want the noise to go away, though that will throw a CEL if that bothers you.
It's a pricey little part new but fairly easy to install. If you choose not to replace it it will just keep making noise for a long long time but never throw a CEL and should still pass an emissions test just fine.
Also, since you seem pretty new here you should check out the noob guide:
viewtopic.php?f=5&t=54207
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