There is a book
'Confronting Captivity' that says the very first POW exchange was the 17th -21st October 1943 one. There had been many previous attempts to arrange exchanges but they all broke down over the German insistance that it be a 1-for-1 deal and the number of POW's held by German was much greater than the number of Germans in British hands. Disputes over making up the number with civilians and the staus of 'protected personel' and the involvemnet of the US all helped make it a nightmare and the deal only went through because the Tunisian surrender gifted the Allies a large pool of German POW's.
There is no mention of the ship used.
http://www.amazon.com/Confronting-Ca.../dp/B004IK8A1Y
and a partialy readable Google version
http://books.google.co.uk/books?id=b...ochavi&f=false
The Gripsholm (page 130) was used in the second Barcelona exchange