I'm DSG and I get very similar first-gear problems. It feels like they tried to make the tune smoother by slowing the rate-of-change of throttle movement. However, this makes me give it more gas because it feels unresponsive, then when the ECU catches up, all of the sudden I have way more gas than I expected/needed, so you pull back, then the process repeats. It is there in 2nd gear too, but far more pronounced in 1st gear.
Many DSG people may not notice this if they keep it in D at slow speeds or take 2nd gear really soon, but in M mode I definitely concur with the throttle response.
Overall, the tune should attempt to meet what the accelerator pedal is asking for torque as soon as physically possible. It is up to the driver to control the pedal, and any additional delay/slewing the engine's response can lead to the oscillatory behavior.
In control theory, this ECU control strategy introduces a phase lag loop between the driver's input and the response of the car, which can be prone to oscillatory instability if the driver tries to act quickly. The driver high-gain input + ECU phase lag = oscillations.
