I've got a 1983 190e auto with just 43,000 miles up. Only had her for 6 months and like you was concerned about the less than smooth gear change.
It is as previous posts have said "the nature of the beast" and I'm now accustomed to it. Yes, I made lots of enquiries via various forums (this is the best, by the way) and contacted a local independent MB service shop for advice.
They changed the atf and filters and checked every thing over and road tested, and I was assured all was well, ie, "they all do it" was the message from them.
There is an adjustment on the vacuum modulator which I'm told can effect smoother changing, but I haven't bothered myself. Lots of posts and threads on the procedure if you care to have a go.
All the best, enjoy your car. Dave. UK.