You have bad glow plugs, simple as that. The usual symptom is that the light doesn't come on when you turn the key, but comes on after you've been driving awhile. Yours is a little odd, but still consistent with bad plugs. On the 2.5 Turbo, it's all but impossible to do the glow plugs without removing the intake manifold...I'm sure others will describe some weird feat of mechanical legerdemain, but removing the manifold is the way I do it.