I did Some tests now, and on the first one was still some decent Z banding - but in a random order!
Then I placed a model right in the middle of the bed (if it would be because of thermal expansion, then it should be most visible there, I think) and run a test without and with Bed heating (Bang-Bang).
This is the Result:
Hell YEAH! This was it!
@Phaedrux can I offer you a Coffee?
Fun fact: I measured the cycle time for the Bed heater turning on: It takes between 15-17 Seconds 
So the next question is: Does PID solve the problem entirely?
And how common is this problem? I searched a lot for types of z wobble, but this one is new to me, although it makes a lot of sense.
Edit: Is there a way to change the name of the topic (or mark it as solved)?