Make sure you drive the car and don't have fall-formulated-fuel in your tank.
Use a block heater at -10C or lower.
Use Mobil 1 0-30 or 5-30.
Make sure your battery is in top condition. Diesels need good batteries. You're running the glow plugs and the starter.
As mentioned, let the glow plugs go past the light-out until the relay clicks. This REALLY works. My wife forgot to plug her diesel in the other night, and it was -26. She let the relay click, and VROOM, off she went.
Don't do short trips with starting and stopping the engine. Not only is it tough on your engine, but it's hard on your battery.
And yes, clean fuel filters are required.
1998 C230 "Black Betty"