You should probably be useing some winter fuel additive, Also check/ change filters, I usually do it about twice a year. Any fuel or air leaks in your diesel system contribute to hard starting, I had a bad primer pump and it was very hard to start some times.

Other than the previously mentioned items, I use 0-40 sythetic oil (im accross the border in ontario, and it was around 0F this morning. One of my diesels will start witout the block heater plugged in, but 3 others will not.

Getting your fuel from a good source is important, forget about biodiesel or summer diesel at these temps,

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1984 Euro 300SDC, (4spd standard)
1986 Toyota Landcruiser Diesel HJ60 5spd X2

Gone but not forgotten (some sold, some stripped)
1983 300 SD, 1985 300 SD, 1983 240D, 1986 300 SDL, 1985 300 SDL, 1983 300 D, 1984 300 D, 1985 300SD, 1987 300 SDL, 1983 300 SD, 1985 300 TD Euro, 1983 380SEC, 1990 300 D, 1987 300D, 1982 300D, 1982 300D, 1994 E420, 1987 300 TD, 1987 300 D, 1984 300 D