Actually I need that pause for all of them to fire, allow 1-2 secs of warm up and then start, it's the only way I get them to all go. It's the weirdest thing, them problem is occurs when the truck is running. So for example, starting it quick as you mentioned will cause it to happen because the truck is already going.
That's not my current setup, those HIDS were the reason I got DDM 8000k 55W, they were too blue for me, and not burning same color, but they started up just fine, with truck off, on, on it's side.
I'm gonna update SIG in a few.
UPDATE:
I have swapped relays, tested connections, and just plain used factory wiring directly to the ballasts, and still having the issue, although being plugged in to the stock harness it doesn't do it as often, it went from doing it every time to about 1 every 5 tries. I have yet to try the diodes on the relays, been kinda upset, since I lost my $300 cordless impact.