When you say that it is cold out, what temperature? Did you try returning to sock to see if it went away? I hate to be the bearer of bad news, but I think that your FICM is on its way out. A weak FICM will be more noticeable in the colder weather. I hope this helps.
The Xtreme tunes can be a little rougher on cold starts, but it shouldn't be too bad. Just a light puff of smoke and possible a little shaking. It really depends on if there are any injectors sticking when cold and the factory FICM flash and health of it.
I can try to tweak if there's any issues and I always recommend RevX on your oil change in the HEUI 7.3L and 6.0L trucks.