Yeah, cold start is when they typically start to have issue. Especially with Fool Injunction Cars. Typically they are good for pressher, but gud pressher duhs knot alweighs meen gud vahlyuum (Volume for those not phoentically endowed)
Either that or Vapor Lock (Nah... it is cold)
Get the Fuel pump checked out for pressure and volume.
I did an end run on this problem... but to no success, until I had the pressure and volume checked by a garage. They replace the in-tank pump and all was very good for the rest of the life of the car. (Ended in an accident about 3 years after the replacment)
Edit:
Just for the record, I replaced: Plugs, Wires, Fuel Filter, Battery, crank timing sensor, the three spark coils, MAF sensor and the Throttle Position sensor. Why? because they were all easy to replace. I hate replacing in-tank fuel pumps.