There can be 2 reasons of that sound.first one is the most likely one.
1) Thicker engine oil.
which oil are u using? i used to get havoline formula, it was 10w20 or 10w30 i guess.it was still too thick in the morning for cold starting so i switched to zic A/A+.. it was 5w20.that solved the cold starting problem.so, try getting a thinner engine oil next time.
2) Tappets adjustment
If tappets are adjusted for optimum performance on CNG, they do produce this sound on cng and petrol,both.and it gets a bit less noticable when the engine gets hotter.in this case, theres nothing wrong with the car n u shud learn to live with the sound
i ll try to make a sound clip of my car too and will post here.