Empire faw 40 makes a loud bang when starting up. There are three burners. The pilot light is on one burner. When the furnace starts, gas is lit on that burner and the flame is passed on to the other burners by a small channel that can get stopped up. You just have to remove the burners and clean the channel with a small file, like on a finger nail clipper. This can be difficult due to the pilot assemble being attached with two bolts. The bolt on the right has to be removed with a short screw driver. You can not get a socket on it. After you remove it there is enough play to remove the bracket and gas burners.

It would sound like it needs cleaning out could be blocked panels