Guys, I did the following today and no improvement...

-Changed all the fuel hoses to new ones.
-Changed the fuel filters
-Converted to fast pencil glow plug (its awesome!)

Previously:
-I cleaned all injectors (kept parts separate for each injector)
-New injector crush washers
-I changed the fuel return lines
-Changed the radiator fluid
-Checked the transmission and engine oil
-Checked power steering oil

Still it starts immediately, idles for few seconds and dies...

If I hold the foot on the throttle, it will start and rev at top of the engine noise, and stays on, but once I take my foot off, it dies...