My car does the same. Rebuilt injectors didn't cure anything. All the glowplugs are good. The engine starts without difficulties at any temperature, with or without the block heater. When not using the block heater, it starts to misfire when the glowplugs are shut off (afterglow time is up to 60 sec. on that engine). When using the block heater, there is almost no misfire.

Two weeks ago, I went to a ski resort : the parking was on top of a hill after a steep climbing of a couple of kilometers. After 8 hours at 15 F (unpluged), the engine went on without any misfire. Don't know why ! (altitude sensor ? decarbonizied prechambers after the steep ascent ?). The next morning, parked down the hill, the misfires were back.

I'm planning to have a compression check (not without some apprehension !). I'll keep you informed.

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DR
1992 300D 2.5T 351 000 km