The CNG air/fuel mixture is too lean - i.e. engine mein dakhil hoti hui CNG ka pressure kam hai.
Get the pressure increased slightly - this will lead to a reduced mileage, but the engine will receive the proper amount of CNG, and it will idle at cold start properly.
Mechanics usually set the mixture too lean to increase mileage - this leads to rough cold idle, and the engine may overheat during normal or spirited driving.