Really Strange or not?
 

My X5 has the Cold Start misfire and runs rough. P0300 code, but if I clear the MIL illumination the X5 immediately runs better. I know you must be thinking it's coincidental, but It's happened more than once. Temps have been in the low teens, she runs great in warm weather and after warmed up.

BMW wouldn't do the intermediate levers, they say could be ethanol, I try powering on the electric before I start it, and I use Techtron.

What could be the solution?

Excuse my ignorance but what is the MIL illumination? My X535d runs very rough when its really cold and really drinks fuel.

Peter T

MALFUNCTION/MAINTENANCE INDICATOR LAMP or the check engine light.
Its cleared with a scan tool.

could be the o2 sensors going off but when you resset them the car runs better. happened to me last night. i did the same thing to my honda and I reset the light and cleared all codes and the light went off and the civic ran better. prob the freezing temp

This is my thinking, tell me if I'm wrong.

I think something trips a Misfire signal, which cause the ECU to stop fuel from going to those cylinders, prevents ruining the catalytics. Car runs rough.
However, by resetting the Misfire, the fuel flows to the cylinders and the car runs better, by this time the initial cause of the misfire goes away and the car continues to run well till the next cold start.