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If it's doing this when cold, does this go when the engine warms up ( I expect so if you say it goes after 10 minsjust trying to get the symtoms). check if the engine checklight is on if so read engine code's.
I would have a guess at the idle speed control valve or maybe the temp sensor ( ECU not aware the engine is cold) Give the Idle speed control valve a clean first the pipe's aswell.
Can still be coilpacks. Damp coils... Your car has 4 and the ends crack on them, any cold weather will cause moisture etc... in the cracks and will cause all sorts of running problems.
£65 each brand new! Second hand is an option... first things first though, remove the coils youve got, and check them for cracks etc... then go from there.
cheers mate what should i start improving first power or handling?
Firstly id get it running right and give it a good service.
Then id suggest upgrading the brakes, cause on the MY94-MY96 theyre shocking. Ive fitted drilled and grooved discs and uprated pads on mine. Made a BIG difference.