mic_VR - I've got the EXACT same issue. Second time everytime when half warm.
I'm glad I'm not the only one. As you say, I get used to turning twice, but would be nice to sort. Only started after I did the chains ( I think), so possibly timing is fractionally out or i upset a sensor somewhere - nothing showing on VAGCom tho. She runs perfectly too, so I can't imagine it was that.
If I find a cure, I'll let you know, if you find it first, please give me a shout!
Cheers