Don't worry about compression or leak down tests. And don't change all the glow plugs just because. Make sure each glow plug meets the spec and make sure the voltage is getting to all of them.

Next in the list of cold starting tips is to make sure the battery is good and make sure the starter is good. Just because it turns doesn't mean a starter is good. When starters get old in these cars, they lose RPM and that can make all the difference in the world.

Another couple tips are to use synthetic oil and make sure the ground strap under the car is clean and tight (worth checking now if you haven't yet).

240Joe