What would be the cause of a 240d transmission shifting hard in some gears and slipping into others until it is driven for approx. 5 miles on a warm day. After that, it shifts perfectly. I replaced all of the fluid and filter and triple checked the level at operating temperature. I recently added an aftermarket metal radiator. Is it possible that it is "overcooling" the fluid? I want to stress that the condition I describe is severe and not just standard warm up. It can take as long as two seconds to shift from 2nd to 3rd the first time through the gears even if I let the car sit and warm up to as hot as it will get before taking off the first time of the day. I thought at first this may be a vacuum problem but then why would the car shift perfectly after it heats up a bit? Any ideas? Thanks!

Many things could be happening. One important factor with diesels is that many are significantly less powerful when cold. This affects vacuum significantly as it is created by throttle position (I am presuming a 1980 or later as early 240D trannies don't use vacuum). Vacuum should also be tested to see if it is consistent.

An additive designed to free up valves could be valuable. Its possible that the valve body is in poor shape. Sometimes loosening and retorquing the VB will stop problems like this that can be caused by internal leakage or warpage.

Long shot but ...
 

I had similar symptoms, but with a turbo. Turns out that the turbo compressed air feed into the intake manifold was loose and leaky. Point here is that the problem isn't necessarily in the tranny - could be the engine. BTW the hard shifting I had was 1-2.