Rough warmup

HI I'm new to the list.
Does anyone have a take on what's going on inside diesel motors during cold start? In other words what's the equivalent to a choke in a gas motor with a carburator?
I'm asking because our 82 240D will start when cold, and run well after warmup, but during the time it takes to warm up, it runs noisy and skips.
Not much smoke from tailpipe. What there is is gray.
Changed both fuel filters, air filter.
Took apart one injector, it was very clean.
Motor rebuild less than 20k miles ago.
Have heard it might be glow plugs - do they play a role after motor starts?

Thanks for any ideas.

Harvey