BBM,
just so we all have this clear: this only happens at cold start up, and only when cold outside. If you immediatly turn off and then restart, no problem? If warm out, no problem? No, big clouds of somke until it catches? And then it runs 100% once it catches. I just had a problem with some of the same symptoms (and others) and found the solution in a lose/ wet ECM plug (the 50 pin with the allen screw holding it in under the fuel filter). I chased it for a long time before MCummings set me straight.
Oh, even though LFP never showed, have you changed the fuel filter yet, just to rule it out? I realize you haven't seen LFP on FMS, but...