i'd re-iterate that it's normal till engine reaches optimum temp, when it reaches that temp then u have mentioned that everything becomes okay.
Tip: start ur engine by pulling out the choke, what choke does is it increases fuel supply, blocks some intake air, means a rich air/fuel mixture, gives better starting. but as soon as engine tends to attain optimum temp, ur engine would also tend to stall, when this happens then insert the choke back to its position.
Actually this is the standard start up procedure ( SOP ) for a carby CNG vehicle.
it seems everything is normal in ur vehicle except u r not conversant with CNG vehicle.