The more recent OM60X (and I would assume the CDI engines as well) seem to be much better at sub-zero starting than the OM61X engines.

I was a regular user of block heaters on my W123 vehicles, I've never had to use one on a W201/W124 with a OM60X engine.

Unless you live in Alaska or Northern Canada I don't think cold-starts are nearly as big an issue as they were in the 80's.