Try glowing it twice and seeing if that helps...the glow plugs may be all working but sometimes they don't heat all that well and the relay cuts them off too early...as an experiment try running the GP cycle once, then turn key to off and glow again until the light goes out for the second time, then start...see if that helps.

Also, a prior post mention valve adjustment...that can also help cold starting. If you don't know when the last time they were done you might consider this.

Low compression can cause it too, but I'd look there last after completely ruling out GPs and valve adjustment as the cause.

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Marty D.

2013 C300 4Matic
1984 BMW 733i
2013 Lincoln MKz