A well as turning the monitors down, I would suggest muting the monitor channels and turning down the volume on the monitor if they are independently powered. I know turning the levels right down should remove any voltage across the output, but some mixers seem to still have a DC offset which will cause a pop when the mixer is powered down.
Muting on some mixers seems to either cut the amp stage off from the output entirely, or possibly allow any DC output voltage to dissipate (not sure exactly)
Update as your monitors have volume controls, I would guess they have power amps in them. These should definitely be turned down to zero before powering down the mixer, as they will amplify the electrical pop as the mixer shuts down.