On my 87 there is a cold engine sensor that makes the trans shift soft when cold. I unpluged it and it solved my problem. On the diesel it is located behind the water pump on the pasanger side. As the trans wears out soft shifts when cold are not desirable.

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82 Rabbit diesel (first d), 84 Jetta turbo d (300k when sold), 83 240d (305k when sold), 84 F250 6.9d w/Banks turbo(parts truck), 86 F250 6 cyl.gasser(waiting for 6.9d), 84 300d ( 347k Sold 8/04), Y2k New Bettle TDI (185k miles), 95 740IL (wifes), 87 300TD (206k Sold 7/05), 05 Passat TDI Wagon