I can't help you on the rough idle. Mine does it occasionally, but it goes away after a day or two.
As for not starting on the 1st rev... here is my understanding, based on what I've learned on TDR.
The 3rd Gen trucks don't have a true injection pump. The CP3 is a high-pressure fuel pump. It will take a couple of revs for it to develop enough pressure in the common rail. The computer will not fire the injector until it detects sufficient pressure in the rail.
My $. 02.
Bob