My Chevy 2500, 2001 runs rough when it cold outside

When engines are cold, it is usually normal for them to run a little bit rough due to the EGR valve and the timing of the engine with the manifold and components being cold. It takes time to vaporize the fuel to achieve full combustion. The automatic throttle should activate and put the engine at an RPM approximately 1500 to 1800. At this RPM, you should not run the car otherwise you risk losing your transmission in the long run. It may be also wise to tune up your car by checking the spark plugs, the contact points and the timing mechanism. An erratic timing mechanism can give you a rough idle.

Spark Plugs

Air Filter

Fuel Filter

Looks like you covered just about everything outside the engine.
Since it has 225k on the engine, its possible the valves are carboned up or burned to where one of the intake valves fail to close some times.
You might try a compression test or use a vac gauge when it is running rough. If the problem was not happening before you changed the plugs, you could have bought some defective ones.

Did you replace the temp sensor located on intake.

water pump cud be failin--plugs wire probly hav inside wear as well as distributer-inspect--du a scan of vehicle for any codes

check the fins in the rad...i had a van & the fins rotted away...caused her to run hot

give a good tune up. if it still is acting up let me know

Make sure all the glow plugs are working.