A check valve’s can be very important on your torch, I prefer to have it at the hose as it enters the torch handle, if you get your torch too hot the hot can cause a fire inside your torch or hoses and possibly in your tanks, the popping you here is a fire in your torch igniting over and over, make sure you have working check valves, and do not overheat your torch, also setting the pressure on your gases properly is important here, for what you are doing (heating welding and cutting), also learn to adjust your flame from the torch with the control valves on the handle for the flame you need for the job (reducing or oxidizing flame).
If welding with an torch metals should be prepared, cleaned fluxed if necessary, fitting before you weld, small gaps can be bridged with experience, using your filler rod or even with small pieces of cut rod (nails or other metal). to get practice with welding I teach people to weld two pieces of metal without using a filler rod, only using the torch flame, melting metal from the two they are welding together, once they can do that then welding with the filler rod becomes easy to do, it will take a little practice to get the hang of welding, just like riding a bicycle, Using proper welding tip for size of metals your welding, adjust your flame hottest blue flame at tip, put the end of this blue flame to the metal to melt the metal, if welding a thick piece and thin piece of metal together concentrate heat on the larger piece getting both red hot almost melted at same time, then melt then together using circular or zig zag motion pushing the molten metal along with the torch flame, not too fast not too slow.
Anybody using a torch should study up on its use and safety, a little time doing this could keep you alive and healthy, the web has any info you need also your local welding supply or library will have some books.