Well if it were warm enough to start without glowplugs then there would be no lag in the oil pressure unlike when it is in single digit temperatures like it is right now.

I've never heard the GP relay click after running but I'll watch the interior light today to see if there are any changes. Yes I was under the impression that the ones which stayed on stayed on for a short while after the car starts, at least a good ten seconds. If this is the case then the theory can't be right.

Sound induced by oil leaks? You know, the spraying & dripping of the oil, and cussing of the owner. ;) If I could change something on the oil pump and have my car run as quiet as it does when first started I'd without a doubt, it'd be more like a sterling motor than a diesel! :)

I read those manuals a fair bit also, and they sure do word things funny sometimes.
I personaly would assume "oil noises" in the context it was used there, to be things such as clattering valvetrain on cold start due to lack of oil preasure.

The OM616 and OM617 don't have an afterglow feature. But how about this for explaining the noise phenomenon? The head is heated by the glow plugs, but cooled a few seconds after starting with the arrival of cold oil and coolant.