Oh, the old 'a diesel engine doesn't warm up at idle' and 'you'll suck oil through the turbos oil-seal' mantras.
Somehow my '06 hasn't heard of either OWT:
If it is -20F outside, I just go out 30min before I need to leave and start the car. Cabin heat 'red', both seat heaters 'on', high-beams 'on', mirror and rear-window defrost 'on'. The car kicks into a high-idle at 1000rpm and you can hear a slight whistle from the turbo. 30min later the radiator cooling fan is running, the coolant temp is at 180F and the car is reasonably warm. For hahas I took off the lower IC hose to check for oil which was dry except for a couple of drops.
(and no, I don't have a plug-in at work so the frostheater is not an option).