How about manipulating the signal (with a parallel resistor) the Coolant Sensor sends to the ECU so that it doesn't use so much fuel during Cold Start?
Probably best to use a variable resisitor at the start so that you can find the max temp deviation you can apply before the engine misses too much during start up.
I've got mine set to about +60 deg C and its fine starting up, even with the 4psi or so lower FPR I threw on to minimise idle consumption.