I would check the actuator first thing in the morning. Before starting, pop the bonnet and stand there watching the little arm underneath while someone else cranks the thing over and gets it going. The arm SHOULD move. If it doesn't, you've found the problem, now to find the cause.
The vacuum pump (right side of the motor near the oil filter, follow the thin hose eh!) might be shot - would be the first one I've heard of - it might have some gunk in it and only frees up enough to function properly when it's warm. Same could be said of the actuator or the vanes in the turbo (heard of that one, come to think of it). Look at that arm really, really carefully - is it TRYING to move, but not managing much? Could well be sticking vanes. Warm it up, things come loose and work as expected.
I'd start there. There is some programming relating to startup to ensure that it fires (slightly richer mixture, which relies on MAFS, BOOST and fuel rail sensors). I really don't suspect any of these - the MAFS operates at intake air temps not engine temps (although intake air temp is affected by engine bay heat, I still doubt this). Boost sensor is unlikely to be the culprit because it too sits in a virtually fixed-temp environment. Fuel rail is something else - definitely affected not only by the engine temp, but the temperature of the incoming fuel too. I wouldn't be shooting at this one first, though - it's an expensive little fcuker to replace.
When you're checking the hoses, have a look at how easily the cold hoses rotate on the barbs. If you can rotate them, the hose has hardened internally and will be leaking. A new set won't set you back much anyway and will give you not only peace of mind but also one less thing to stare at in the engine bay wondering which bloody bit's busted!