Hip/leg joint popping while stretching?

I've just started Pilate's and prior to that had physio and some osteopath. In one particular stretch i used to do which is similar to a Pilate's move my instructor wants me to do my bones stick... lol let me explain the move:

lying flat on your back, raise one leg up bringing your knee towards your chin

straighten and drop leg down lowly.

now, as i do this last part, (my leg only slightly off the ground now as i've brought it down) where my groin is, the bone is getting caught and popping/crunching really bad.It's worse on my left side, not exactly painful but uncomfortable and makes me queasy from the sound and feel. The physio teaching me Pilate's says it's my bones catching, it's common and that if it hurts me too much we won't do it.

If i do continue to do this, can it cause problems later... or now? Or is there anything i can do to lessen the crunch?

Thanks, hope i explained it ok :)