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Yes tighten them more. You want to squish the bushing some.
You may be hearing the brake pad release when you let off the brake pedal and start to back up. At first you just said back up and then you said back up and start to turn, which is it? Makes a difference. If you have a loose hub bearing that can flex as you start to turn and again can hear brake pad movement/click. What do the sway bar frame bushings look like? The second pics of end links look better with the squished bushing. Key is knowing if straight back up or back up turning.