I'm with Rog here, cold start video to dealer, I have a feeling your clean plug is like this as its possibly running lean ie the injector is not supplying enough fuel to that pot. This would certainly account for the cold start rattle as in effect its running on three cylinders . When it all warms up a bit there's probably enough combustion created to smooth things out enough on the fuel supplied. Could also be the injector fuelling pattern which is actually washing the plug tip so when cold you have a swamped plug that fails to ignite neat petrol and as it warms from the other three pots it starts to evaporate the fuel enough to allow spark ignition, this would also explain the clean plug tip! You could try an injector cleaner See if that sorts things out but I think the injector will either need a good clean and calibration check or replacing. First though a pattern and delivery volume check need to be done, you can do it yourself using a plastic see through bottle but in all fairness I feel you would need a bit of assistance here, no criticism intended as each to their own skill set. I also agree that the plug threads are due to anti-sieze having been applied. You could check with the suppling dealer if your warranty is covered by other garages and do it locally if the suppling dealer is any distance away. Was it like this from day one if so you could ask for them to collect or authorise a local investigation for you.
You say the car is quite peppy! You have the Mazda VVi engined car and it should go like a scolded cat. A standing start when going for it should impress even a Porsche owner!
