The SES is not an end-all method of catching problems. We had misfires with our X5 a couple years ago at idle right after start-up, W/O any SES codes..the problem was ignition coils. SES will only be triggered past a certain threshhold. The fact that that it starts(ed) on the second try means that the it is igntion/electric/electronic related. It is NOT a fuel pressure problem.

Make sure all your grounds are alright. You'd be surprised at the kind of problems they can create. Then look into the ignition switch, ignition coils, starter and then the ECU.