Mine does it too, precisely as you describe. I took it to the dealer about a year ago - they claimed that that valves had carbon buildup. I paid $200 to have them cleaned, and the car exhibited the same behavior on the way home from the dealer, that same day. So avoid that diagnosis.
I think I notice that it stops happening if I reset the transmission programming with the 60 seconds on the foot pedal trick, but if so, it always returns. I'm not sure it's a showstopper problem, as long as it's not causing additional harm - but I wish it wouldn't do it.
Please post back here (or, better yet, PM me) if you determine what this issue is.
2005 545i Sport | 2001 X5 3.0 Sport (Retired)