Hmm, thanks for the hint, but it seems to be caused by something different.
In the following graph I heated the extruder, then switched it off and disconnected the main PSU.
So even when the Arduino (Due) was only powered via USB (from raspberry pi with repetier-Server), the same dips occur.
Any further ideas?
Would it help to attach a capacitor to the connector of the thermistor?
Cheers,
Simeon