It could be the glow plugs or just cranking speed due to thicker oil/less power available from the battery in the cold. After cranking, touch the battery cables. If either power or ground is warm you should clean the connections and could stand to go w/ a larger cable size if that doesn't help. For more cranking power put two batteries in parallel, make sure the glow plugs work so that ya know it's getting heat, and switch to synthetic oil to minimize drag from the cold oil. If all else fails check if timing is set right, if it's getting fuel in the first place (maybe it's cold enough the hoses/seals may contract to the point where the injector pump looses it's prime?) or if the starter (bearings?) needs some attention.
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