Diesel misses when first started

[777funk]

Hi guys,
I have a 300d (silver beaut!) that tends to miss a little bit when I first start. I think all the glow plugs are good. I test continuity in each. But it just sort of takes a second to get smoothed out (about 20 seconds of 2k rev). After that it's totally fine. Also, if I plug it in it starts smoothly. If I start it again within the next hour it's fine. Etc. basically if it's warm it's smooth. If a cold start (even on a 60 degree day) it's rough at first. Is this normal? Should I do anything about it?
Thanks for the advice!