yea,try fuel filter and won't hurt if u check ur fuel preasure,see if it is strong enough.It is not a leak cuz if it is,it would do it all the time,but in his case it does it only when cold,so check ur fuel sistem.My camry does same shit and it is cuz of my fuel pump.I have to have 28 psi but my pump suplay 25-26 i duno why and every time i start the car I have to keep the gas pedal down for a few sec or the car will just turn off.Then when it worms up it is fine.Check it and post results.