Kohler recommends that their engines be shut down at full throttle. The fuel solenoid on kohlers only shuts off the high speed jet of the carb, and not the idle jet. So after the key is turned off, and the engine is spinning down it is still pulling fuel from the idle jet of the carb, which since there is no spark ends up in the muffler where it is ignitied causing the bang. Shutting off at full throttle prevents this.
If you don't like shutting off at full throttle, try it at half. Or something else people do sometimes is let the engine idle for a couple minutes, shut the key off, at the same time move the throttle to full.