Do you perform a "warming flush" before your first shot?
DB E61 machines have a tendency to get a cold nose due to the relatively low temperature offset between the brew boiler and the group as compared to an HX. HX machines have a powerful temperature differential that drives the thermosyphon, and the flush on them is more about dealing with the superheated HX water, whereas the DB machines tend to benefit from a bit of "goosing" to warm the bell a bit.
A quick screen clearing purge is generally sufficient and if this isn't part of your workflow it would explain the difference between the first shot and subsequent shots. Note that a backflush uses deceptively little water and would have less thermal impact on the group than an equivalent purge. A quick sanity check would be to dispense 25ml into a cold demitasse first thing in the morning and see how much it warms the cup. If the cup is relatively cool compared to doing the same thing in the middle of a session, that tells you the first ounce of water through the group gave up some heat on the way out, confirming a cold nose.
If you already do this, then all my rambling was for nothing.