1991 Chevy S-10 engine running rough when cold

I have a 1991 Chevy S-10 with 4 cyl 2.5 4 tech engine. The engine runs terrible for the first 10 minutes from a cold start, after the engine warms up it runs perfectly, I have put plugs, plug wires, rotor button and oxygen sensor in last 6 months, I have replaced air and fuel filters. I gave up and took it to a service center for diagnosis and was told the EGR was possibly bad, the mechanic disconnected it and plugged the vacuum line with a pencil, this has helped slightly(i am still driving it with this disconnected). The last thing I have done is put a test pipe in place of the catalytic converter a friend suggested it could be plugged, this as not helped so I put it back on. No check engine light has ever come on. What should I do next?