None of my MTB through axels click. - you tighten them until you feel them go tight (never over tighten), then flip the QR lever. My MTB has a nut on the drive side, and MrsF's has a 'captive nut' in the frme on hers. The fron't screw direct into the Rockshox forks, but none click.
Unscrew by hand then just pull. If it's spinning, and coming 'out' on the non-drive side, then something is catching. Not got dirt or grit in there - something you need to keep clean on an MTB.
There is probably a very good reason Rockshox make their through bolts with cheese - you've got to be careful you don't damage them - they aren't that robust considering what job they are doing on a suspension fork - the QR's get damaged if you are ham fisted.