Mine is somewhat finicky about going into gear cold as well. Two other things that will probably help a bit (although a cure isn't necessary, as it isn't really a "problem" that I am aware of)...
Park and start it in first gear. No shifting will be required until you've started moving, which will get everything lubed where it should be. This is the easiest and least "stressful" method (just be gentle for a couple blocks of driving till she gets warmed up). If you chose not to do this for whatever reason...
Don't be "gentle" getting it into gear when cold if you didn't start it in first. Start it, pump the clutch a few times to get as much oil all over everything inside as possible, then hold the clutch in for a few seconds to allow everything to spin down as low as it will go (the parts will ALWAYS be spinning when cold just due to the oil viscosity). Finally, smack it into first gear. You'll get a fairly hefty clunk, but none of the grinding. No need to whack the hell out of it or anything, just give it a good solid shift into first gear. Don't try to "ease" it... you'll get all sorts of nasty unpleasantness if you try that.