[BrianG]

That spark is almost certainly the inrush current from the capacitors charging. If the spark really bothers you, connect the grounds together and then use a 10 ohm resistor (~5w) between the power wires. This will make the caps charge slower by reducing the current. Leave it on for about 30 seconds. This time really depends on the total capacitance value, but 30 seconds should be more than enough. This is a common procedure when charging MUCH bigger car audio caps (1,000,000uF or more). The sparks from that big of a cap can leave some pretty bad scorch marks. The ESC caps are much smaller.