In this cold weather (it was -25 C yesterday morning at 8 AM), the car starts fine and of course it is slow. Quite slow... Once a few minutes pass it is fine, and in city driving the temp will hover around 80 C. If I stop for a while and it idles for a few minutes, the temperature will drop.

With the TDI, it too is slow when cold. It's easier to feel it with the TDI though (at least I think so) because it has a 5-speed manual, and you can feel the gearbox is a bit stiff and harder to shift. So you tend to drive with little throttle for the first while. Also, the RPM drops off way more quickly when you back off the accelerator during shifting. It's harder to notice this with an automatic... In city driving if I turn the blower on full with the heat on full, I can bring the coolant temperature of the TDI down. Turn the blower speed to 1 or 2 (where 4 is maximum) and the temperature will eventually get to 90 C during city driving.

It is definitely more noticeable that diesels are slower when cold than gassers.

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1991 MB 300D 2.5 Turbo (207000km) (now gone)
1993 Audi 100 CS Quattro (300000km)
1999 VW Jetta TDI (290000km)
2002 Audi A6 3.0 Quattro (150000km)
2005 MB E320 CDI (34000km)