I beleive one of the reasons first morning urine is recommended is for the accumulation of melatonin an androsterone responsible for sleep and also has a calming affect and many other attribute incuding being a free radical scavenger !
Maybe skip the first morning urine and go with the second if need be , but if you can handle the effects of the melatonin for a while perhaps your body will adjust accordingly and you can still reap the beneifts of the first morning urine! The appetite may be a sign telling you that you need to renourish yourself, just eat healthy foods!