If you have the money the newer GP copntroller is really great at smoothing out startups. I put one in each of my cars and I may occasionally get a slight hiccup but that's it.
You could also have a bad GP and that wil cause the rough idle at startup.

I have also noticed that if you do not ream the GP holes when installing new plugs they seem to lose some fo their effectiveness very shortly after changing them.

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'99 S420 - Mommies
'72 280SE 4.5 - looking to breathe life into it
'84 300SD Grey - Sold
'85 300SD Silver - Sold
'78 Ski Nautique