The manual on my 300TD says start it and don't touch the accelerator until it's up to normal temp. That's a bit extreme to let it get all the way to 80+C but close is a good idea. I let mine warm up for at least 5 min before driving. Another good idea is to stretch it out a bit before you shut it down, take it up a hill or push it a bit past 60. Heating it up tends to leave the fuel system cleaner and reduce carbon deposits on your injector tips which cause fuel to be wasted on startup. In combination with a good fuel additive like Stanadyne or Red Line diesel Catalyst you can burn your injector tips clean before shutting down.

If your injector nozzles are 50K+ since inspection that also is a source of poor fuel economy. Similarly, recent Bosch nozzles are not as good as they used to be and may not last like they might have originally.