just to share my experience my 06 1.9mjet, it was been 2 years having a hard start when its cold and getting worst, battery drain quickly, I replaced my battery twice.
upon reading all forums advice I almost change all the sensor, glow plug, egr cleaned, then replace, egr blocked, unblock, but still the same.
last week I found the solution.
it was my starter motor. yes "STARTER MOTOR"
I couldn't figure it out before that it was the SM (starter motor), because when its engine is warm it start straight away, but on first time hardly start 2x to 5x revolution before it starts then a plum of white smoke, thought it was ignition problem, so I add additive to increase cetane. but nothing change, I have also errors saying excessive heat on engine while it was stone cold, suspecting ecu. but.. it was the SM the culprit.
that's it, change my starter with brand spanking new, my car even start without the glow plugs light not extinguish.
now very happy, starts like a petrol engine, 1 crank and ignition success.