I'd consider that somewhat normal but it sounds a little excessive; in those cold temperatures, it's entirely possible that some of the cylinders aren't getting warm enough to fire immediately... a cold cylinder will miss until it warms up enough to combust.

Check all your glow plugs, if some cylinders have nonfunctioning glowplugs that could cause those cylinders to be so cold they don't allow combustion until the heat from the rest of the engine warms them up a little.

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~Michael S.~
Past cars:

1986 300SDL
1987 300SDL
1982 240D
1982 300SD


Current:

1987 300SDL