Ok, my feelings lead me towards the solenoid coil on top of the oil pump (3 wires, grey thing) as its possible that it could be starting to fail. Its also vital that the metal bracket that covers the coil is in place.
Its strange though that the burner was presumably fine before you put a new nozzle in, etc. Its always vital to check the pump pressure though, and have a gas analysis done.....it can show up a multitude of problems.
John, October 2009