Yup, I just got my K3 this morning and it took almost 2 hours for the emailed books to show up on my Kindle. (I tried to email from gmail directly and from calibre.)
At first I thought something was wrong so I actually called Kindle Customer support, but they had no idea what this feature was. I was passed around to 3 different departments and it only got solved because the documents began showing up on my Kindle. And I actually had to direct the help people to the section of the website that described wifi transfer of personal documents. All of the people I talked to kept telling me to put convert into the subject even though all I wanted to do was to send the mobi/pdf books not convert them.