Those of us with the older systems have more time for paying respect. When the light goes out, so do the glow plugs. In extreme cold I let the plugs glow through 2 cycles. I did a diesel purge this spring, so I'll be curious to see how much easier the car starts this winter. Shortly before I bought my 240D, I know the valves were adjusted, and 2 injectors were replaced with rebuilt ones. (about 4k miles ago) I know that seems odd, but evidently 2 injectors were still within specs. Engine runs smooth and quiet now that I've performed the Diesel purge.

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1979 240D, 4spd manual, Power Sunroof, manual windows, 147k miles, Pastel gray/Black MB Tex.
1991 300D 2.5 - Smokes like it's on Crack!