Drive mine this time of year 1-2 times a week. When I first pull out the 1-2 shift is slow and slippery. ( rpm rises before engaging ). Now in the summer, not so. By the end of the block all is fine.

 

Adias pointed it out with reverse and first being on the same shaft. While the PDK is not an automatic with a torque convertor, you still need to give the oil a chance to circulate so the transmission can go to work. Cold oil takes longer to circulate. Give it time and treat it gently until it is ready to perform, in the same way you wait for the oil to reach temperature before you push the motor.