If it shifts fine when warm, I see no reason for changing cables and linkage. I don't have much experience with these gearboxes, but I guess it is just to be expected as I had similar observations on my older BMW. It did help to do annual gearbox oil changes, but never solved.
Looking at your list I think most if not all can be done with the engine in. If you can just pull the gearbox, it'll be far less work.
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