Warm a transmission by using it...
 

Just drive off gently, keeping the RPMs below 3000-3500 or so, and shift carefully until everything warms up. Driving will get the transmission oil warmed up reasonably fast. I find that the shift linkage feels looser when the transmission is warm, so it's obvious even when the cold shifts are going in without trouble.

I also always downshift through the gears in sequence, even if I'm already stopped and I keep the clutch down the whole time. I never had much trouble going into 1st, but I don't know if it makes a difference to go through all the gears or just hit 2nd on the way, like someone else stated earlier in the thread...

I've never had that problem but my cars are always garaged. My present car is a 2007 997S and I basically take right off regardless of temperature. My wife has an S4 and I never heard her complain about balky shifting in cold weather, but that could be because our cars are garaged.

My cars are garaged too, but not at work. 2nd gear is a problem when cold. A colleague of mine has noticed that too.

No issues here with 1 minute warmups and the ocassional 20 degree weather we had last year.

I have a 2011 A4, PP, 6MT. No issues with a 1 minute warm-up in this years Midwest winter that honestly has been quite mild.

This is normal for manual transmissions. I don't idle the car ever, but I use low rpms and shift extra gently until the oil warms up. It is known that you could use thinner gear oil to avoid this, but then you're prone to earlier wear on your gears as the heavier oil will be a better protectant.

As to engines... They actually do take about 15 minutes to warm up fully. The coolant gauge hitting the middle is misleading. If you own a car showing oil temperature, you'll see that oil takes its sweet time, minimum 12, maximum 20 minutes to warm up.

Mild in second
 

I notice it a little in 2nd.

You let you car idle for that long? ... that's a definite no-no!