Here's my cold weather routine with an EGR delete, FWIW.
Start the car, don't be tempted to pump the throttle, only leads to
a cloud of white smoke, (unburnt diesel).
Give it a minute to let the oil start to circulate, then gently pull off.
Get the revs up a bit, but build slowly. Shift at 3krpm.
Combustion in the chambers is your friend, but boosting the turbo
is not IMO. Here's where a boost gauge really helps.
Within about 10 minutes of this my temp gauge is starting to rise,
hey, I can hit the fan and start getting some heat in the cabin.
After 20 minutes I figure I'm good to start boosting & throttling.
Oil is circulating, a bit of boost is warming everything up, temp is
vertical on the gauge. Is engine completely warm? Maybe not in
0F temperatures, but I do have the grills blocked off with the pipe
insulation mod.
Get a seat heating pad if you want to get warm right away, but I think these cars don't really like short hops in winter climes.
My $.02