yes, my SXT does it when it sits over night and it has been very cold out. It sounds to me like it's in the rear area. It will do it 2x - when I back out intially from P to R and then when I first shift back into D. After that it is fine.
I definitely get some driveline noise when very cold - I was assuming driveline lash somewhere, but it does not appear to be inside the trans... More annoying than anything else - I always assumed it was normal, and I do not intend to do anything with it.
I haven't experienced the symptoms in this topic, but I tell ya one thing about the NAG1...after a super cold night and first start-up for the day, it takes slow upshifts or downshifts to a whole new level! Talking about an order of seconds, and forget about any sort of useful autostick control.
I only expriance it when really cold, the tranny is not at proper temp and the shift from p to d is harsher. When warm no issues. I have been under my car several times and I can't see any external linkage that would cause that noise.