My Fudge Is Crunchy! Where Did I Go Wrong?
The most likely culprit is how well you beat the mixture just before pouring it into the pan.  I really like Alton Brown's explanation of the fudge-making process.  What you're trying to do is form very small sugar crystals which provide fudge with its fine texture.  Those crunchy bits you describe are larger crystal formations which can happen if you have a "seed crystal" remaining in the fudge as it sets.  The purpose of stirring the fudge very well before pouring it into the pan is to deliberately form small crystals and break up any larger ones.  If you didn't really thoroughly stir even just a few small patches of the fudge, some seed crystals may have developed there.

The clumps you describe in the initial mixture should have dissolved, but working them out would make sure that everything is evenly distributed.  You can add the butter to the original mixture for the same reason instead of waiting until the end like the linked recipe recommends.  A little bit of corn syrup will help control crystals too.  Lastly, stir the fudge like crazy and scrape down as much of the work bowl as you can while you go.  If your arms don't feel like they're about to fall off afterwards, you probably should have mixed it more.

Regarding temperature, remember that when simmering your fudge will carry over a couple degrees even after you turn off the heat.  So you can kill the burner when your thermometer reaches 235F and monitor until you hit the target temp of 238F.

Quite honestly, fudge-making is a pretty sensitive process, so don't be too broken up if it takes a few tries and a lot of attention to detail before it's perfect.