Damian, I would guess that your second gear synchro sticks a little when cold, obviously not enough to be a problem, especially if it goes away after the oil (trans fluid) warm up. What fluid do you use in the tranny. We use redline MTL (even though the tranny calls for ATF) the synthetic ATF is too thin, the MTL works great. Otherwise just do a trans flush with BMW approved ATF and see the difference. Using redline MTL in a 91 M5 I have worked on, helped the second gear synchro go from grinding almost every time to almost never (it never happened to me when I drove the car after replacing the fluid). The owner says it has happened a couple times since. Before it was bad. Most likely a sticking synchro, if the synchro was bad it probably would not work as well if at all. Just my thoughts Scott