You can bend rods in these if you persist in trying to start something with a cylinder full of oily slush water.
You need to:
Get the car in an enclosed area that can be brought up to above freezing (the higher the better).
Remove the lower shield, and lower charge air hose, neat the front of the engine, down low. Let the tube drain. There will often be a mixture of brownish-black oil and water ice slush. Looks like a Slushee made from road grime.
Try to gently rotate the engine by hand with a tool, at the crank, in the direction of engine rotation (clockwise) first. If it acts like it does not want to go, stop, and gently go backwards a little (make sure the transmission is in neutral if it is a manual).
If you can back it up some, then go back forward, and get one full revolution (two crank 360 turns), then put the tube back in place, and start the engine. It will cough and sputter, but should clear up pretty quickly.
If you cannot get the crank to go around twice, you will want to remove the glow plugs. Beware, the connectors on the plugs are fiddly, and their plastic clamshell covers are easily broken. The plugs have pressure sensors in them, hence the multi-wired connectors. I gently twist them on the plug back and forth, then gently pull straight up and off. #4 cyl is the worst, as the harness and shape of the intake make it difficult to get the connector up and over out of the way. You'll want to unsnap the harness stay to give you a bit of extra room.
Once the connectors are off, the plugs are not anything strange, just down in there and very long. I like to blow some air out in case any debris found its way down into the bores in the head.
Once the plugs are out, crank the engine... first by hand, then you can do it with the starter. You'll set a bunch of DTCs... but that is the least of your worries if you are to this point. This will allow a place for any moisture to blow out of the cylinder(s).
Then put the plugs back in (I use a little WD40 on them), gently snap the connectors back on (feel for them to properly seat), and start the engine.