The later model emission engines with mechanical injection pumps are very sensitive to injection pump timing. I have seen several of this style 5 series engine need injection pump timing set fresh from the factory. They react the same way you mention. Hard starting, smoking, and sputtering when starting in cool weather. There is a special tool that checks the timing under full load on dyno to properly set timing. There is a scribed mark on pump mounting flange and front plate that should be aligned, but those marks are not always accurate. If tractor is in warranty they should call the dealer and have them check it properly under load with proper tool. If not in warranty and they don't want to spend the money, I would try advancing the pump slightly to see if it improves. Don't move from scribed mark more than 1/8" to prevent over advancing the timing.