Hi guys,
Just a little update. I thought I've gone made because the problem sorta fixed itself. Leveled the bed again (felt a little resistance between nozzle and paper) and then the leveling was perfect. I tought - wtf? Nothing was different. Printed like this for a few days and then had to re-level (solved a backlash issue with the y-axis and thought it might be a good idea to level the bed). Now after leveling, the first layer looked like the second image in my first post - way too close. I aborted the print and started another. Then the first layer was just perfect...
And here is a closeup of that perfect first layer:
I have the suspicion my z-stage is a bit loose and after the bed moves up/down a few times, the leveling changes. Does this make sense? If yes, oh well, that's bad. Don't know how to fix it. Never took the z-stage off on the UM2 (and not very keen to do...).
@yellowshark: Sorry for not following your advice. I admit that I was too lazy and after the issue fixed itself, I wasn't motivated to perform the test you indicated.