Engine starts then quits

[firstdiesel]

During a normal first start of the day, I guess you could call it "cold" start but its 88 deg outside. The normal glow cycle and turn the key, car starts runs for 5 sec and then stops. Re glow and it starts, runs rough enough that I can hear the air filter vibrating on the side of the valve cover. It drives fine, no apparent power loss and seems to be fine for subsequent starts throughout the rest of the day. What should I be looking for to fix the problem?

New fuel filters installed a week ago, valves adjusted a month ago and no strange noises while started or driving. Except the new weird fan groaning noise under the dash since I took out the blower fan and cleaned it and lubed the bushings (still have half of the brushes left and its a Siemens).