You would not need to switch to an oil weight that is that low, maybe you could go with a weight that is rated for all temeperature ranges you are encountering. If the light for the GP's comes on intermittently, check the GP relay for continuity to each of the glow plugs to make sure their working, or just glow them after engine is cold, turn off and feel around each plug. Differign warmth can be a sign.

Also, after the glow plug light goes out, wait 10-50 seconds (depending on how confident you are) The glow plugs stay on after light goes out. This definately helps during cold starts.

Your rough idle cold be a variety of things, but first check the engine mounts. They may be worn and cause the engine to shake abnormally.

You definately want to take the long way home in one of these cars, their so fun to drive. (Ive been doing it lately to burn the bad fuel out of the system of the vehicle, but still fun ) This is a great forum, with many helpful people. Don't be afraid to ask questions. Any of the veterans on this board knows I was never afraid too!