I've heard one or two claims about modern diesels which start better if you turn on the key until the light goes off then turn the key off then back on again. Do that a couple of times and the engine starts more easily, presumably due to the heater plugs working better.
Thing that's always puzzled me about modern glow plugs is whether they just heat up the air in the combustion chamber to improve starting or whether the injectors spray [some] diesel over the red hot heater plug element to ignite the fuel.