What causes wall heaters to make loud popping noises, that drive you nuts while you are sleeping?

Expansion and contraction of the unit, maybe - which happens when heating or cooling.

Expansion and contraction unless this is a hot water heater in which case it would be air in your heater which needs to be bled.  If it is hot water than you will find a little valve where the water enters the heater . Open this just a little and bleed the air out. Before you do this put a towel on the floor to sop up the little bit of water.

thermal expansion/contraction as it heats up and cools down.  it cycles between the two

As the heating elements heat and cool, they expand and contract.  It's normal and there's not much you can do about it but change to a different heating system.

Usually it is the thermostat.