first can be hard to get in if you are rolling up to a junction at high speed and try to get it in, it wont slip in nicely untill its below a certain speed, i presume this is almost a saftey thing to prevent engine bits all over the road

As said before though, greasing would be a good start, mabey you could lock the gear stick up and do the adjustment on it to be sure thats all lined up, then slap in some new oil. If it still does it.. i guess its goto be lived with.