My B6 S4 does the same exact thing upon cold startup, although it sounds a tad meaner.

 

So you reckon it's nothing to worry about?
I read on some other forums about updating the software to get rid of rattle, dono if it actually works.
I am just curious about 1-2 second cold start-up sound otherwise car is really excellent to drive.
Do you mind sharing your findings on this issue?