This noise is probably 'normal' from the rotors 'dragging' just a bit prior to the e-brake working.

Not sure if yours is louder than mine or not, or if it is just a bit of over-exaggeration, but mine does the same thing.

Set the e-brake, and then let your foot off of the brake pedal, and you'll hear the brake set. Not sure there is much you can do about it. It is probably a bit more excessive in these cars due to the lack of a rear seat and a trunk allowing a short distance and lack of sound-deadening between you and the rear axle.

SQ