As above, all boost pipes, rocker cover, oil filler cap, dip stick, intercooler may have a hole, injector seals etcetc.
Essentially any thing that isn't air tight will cause this problem.
Your engine is running lean on start-up, or the flap isn't being pulled down due to an air leak.
If you genuinely don't have an air leak you may have a cold enrichment issue, due to a faulty sensor (air or coolant), or defective EMFPR (or what ever the acronym is).
Can you keep the car running with the flap pushed down?
Rob,