i've been having the same problem with my 190e2.6 in the past 6 winters, this included. Happens only when starting the engine cold with the temps below zero Centigrade.

i let the car idle for about 5min, then rev it to around 1800rpm, at which point the rough running is encountered. I leave it there for around 10-15seconds, and the engine smoothens out. Seems like it's something mechanical, like you described - could very well be my EHA. But it's something I've learned to live with. I sometimes take the car through a warmup route before merging into busy and fast-moving roads.

on the other hand, there is another type of rough running that could be traced to the O2 sensor going bad, and this is *very* dangerous, as it could leave you without any power on a busy part of the road, where you have no right of way. And this is very intermittent and difficult to predict. You have a few seconds of sensing a drop in power relative to your gas pedal input, then it happens. I really dread this symptom ...