Replace/ream the glow plugs and glow plug relay would be first things I look into if it came into my shop and the only complaint was rough starting when cold.

Another factor depends on your climate (not sure of your location). Are you starting in sub-freezing temperatures? Fuel could be gelling up. Make sure you have proper oil rating for extreme winter temperatures too. May need an anti-gel additive in the fuel for cold climates.

First thing I would do is make sure (a) you have enough fuel in the tank (b) your glow plug relay strip fuse is still good (costs $1 to replace). Keep a few extra on hand just in case because autozone won't have them.

Worst case could be bad/uneven compression (which valve adjust could fix unless burnt out valves/worn rings in which case you're out of luck), but since you say problem is on cold start, I would check glow plugs and relays first (easy and cheap), then go from there.