I don't have a stepper motor & the cold starts are a pain. You have to crank it for up to 10 seconds & wait for it to fire. If you use any throttle at all, it won't start. Once it fires, it will idle OK.
In my Haltech settings, you can add a cold water/cold air correction factor to the injector timing, which richens the mixture until the temperatures rise. It also inhibits any timing advance.
When I get time, I will try & fiddle with some more settings to see if that improves things. The problem is, once it starts, its all OK, then you have to wait till next day when its cold again to try another setting, hence the reason why I haven't tried to improve the cold start.
Final note : could low fuel pressure cause my problem ?