I would check to see if the old glow plugs hold the same voltage and resistance as the new ones. And then visually inspect them to see if the old ones glow as quickly as your new plug. If they mimic the qualities of the new one then you won't have to buy new ones.

You can get a diesel compression test kit on ebay.
Thankfully a compression test is very straightforward.
But since your car isn't a "smoker" and therefore efficiently burning the diesel fuel, I believe your engine must have very healthy compression numbers. However, I know you're well aware doing a compression test will help narrow down what's going on, so go on ahead and get her done!

My engine acts naughty when cold too. And smokes like a power plant when cold.
My glow plugs were replaced by previous owner and the resistance it around 0.4-0.5 ohms.
Monark injectors with 12kmiles on them and pop tested as well.
When I look at the glow plugs inside the pre chamber, they all "glow up" at the tips.

I'd like to see how you cure the bad attitude of your OM617...

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1998 Ford Escort ZX2 5 speed - 279,000 miles My Daily

1992 Mercedes 300D 2.5 202,000 - Pure junk
2000 Mercedes E320 Black - 136,000 miles - Needs repair

Don't forget to grease the screw and threads on the spring compressor.