For the first mile or so on cold mornings, by transmission shifts slowly - sort of a second or two delay until the car warms up. Is this normal?

 

Completely normal.

The 1st and probably the 2nd transmission shifts are going to be slightly heavier and more noticeable when the car is cold (especially obvious in the winter).

You'll notice that all the shifts are completely normal after the 1st iteration of shifts after the engine start up.

As far as I know, nothing can be or should be done. Just drive gently for the 1st few shifts after every cold start.

 

What JFNash said! Just take it easy until the car gets to normal operating temperature.

 

Yes it's normal, like said above, take it easy until warmed up.