That "slip" is your ticket to a brand new, updated transmission. If you had to buy it yourself, it'd set you back about $6,000. If you search, you'll see the early 722.6 transmission (the one you have) is the weak link of W202. A new one should be smoother and last for the foreseeable future. Congratulations!
While the engine and emissions system are warming up, a fairly hard 1-2 shift is normal. After warm up, except under very heavy load, it's not. When you describe your transmission concern to the service writer, I'd only mention the harsh shifting if it occurs after warming up. It's the slipping that's the sign of failure.
http://www.peachparts.com/shopforum/showthread.php?threadid=74279&highlight=722.6