You should feel comfortable and not worry about leaving your benz plugged in all night. I did so with my 300D last night for the first time, and it helped. Running the glow plug cycle 2 or 3 times seems to help a lot as well. I used to do exactly the same with my first car, a 1980 Bonneville 5.7 Diesel. Except when one day i pulled out the plug to plug it in, the whole cord came out, Oil leaked so badly around that engine it melted the cord! Remember to keep the cord away from the fan as well! Just my $0.02.