Is the only issue running rough when cold? If so, I'd first double check the choke settings, make certain the choke pull off is working and adjusted correctly, and the fast idle set correctly. What carb is it and what type of choke setup does it have?
Could also be a bad spark plug wire or spark plug. Cold engines put more demand on the secondary side of the ignition system (coil, rotor, cap, spark plug wires and spark plugs) and issues will show up when cold. Also, under load like hard acceleration or up hills puts more demand on the secondary side of the ignition system.
I haven't used Pertronix but I have heard many stories of the ignition module burning up if the ignition switch is left on for more than a couple of minutes with the motor not running. For the 12V coil, you can get a 12V source directly from the ignition switch. You won't need a relay setup. Another member here, Midlife, will likely know exactly what terminal to use on the ignition switch.