Stalling when 1st put in gear - cold

[E270]

2003 E270 CDI Auto estate Avantg- When I start the car, hot or cold weather, it is fine and tics over well. When eng cold, if I put it in gear, it stalls in either Drive or Reverse; If I wait a few mins, it is o.k. but sounds as if it is trying to stall (eng Labours). Once it is driving it goes well but in 4th, at speed, if I apply power when going uphill it seems less willing to accelerate unless I give it more welly – not ideal; sort of feels like clutch slip on a manual???
When 1st starting, If I throw in into gear when cold there is a clunk as it engages, or more of one than I remember ( might just be me being paranoid).
Loads of explanations and none that I understand elsewhere and no other problems exactly the same as mine; any other little tips would be most helpful until I go to the money eating dealer, cap in hand!!!