I have the same problem. I replaced the OVP relay and it helped with the cold and warm idle in general, but didn't resolve this particular problem. I did notice that if I turn the ignition on and wait a couple seconds before I turn the engine over (as if I'm letting the glowplugs warm on my diesel), it starts and runs just fine. This leads me to think its an issue with the fuel pressure regulator or fuel filter. Either way, its such a minor issue that I just live with it.

GregS
'84 300D
'90 300CE