It's a 96 Mercury Grand Marquis with 55k milage.
Today I started the engine, then the engine stops 2 seconds later. I tried again and hold the gas padel, the engine running. Then stops right after my foot leave the padel. After 30 minutes, I tried again, the engine starts without any problem. That's the 3rd time in last couple months.
The only thing I could think of is I changed original motorcraft spark plugs to bosch platinum 2+ ones 3 months ago.
Any suggestions are welcome.

Some spark plugs don't run well in older engines. If the factory didn't put them in there was usually a reason for that. It could be a lot of different ignition parts like the wires, cap, rotor, etc. which could also be affecting it though.

Checkthe idle speed control motor. Classic symptoms of it failing. Alse replce the plugs again with Motorcrft. Bosh will give you about 10 to 15k miles and fail.

Slight possibility of dirty fuel filter.