Clicking Sound In Dash, Lights Flicker

Just happen to notice with the first cold snap of the year, that upon a cold start, after about 3 miles of driving, there is a series of clicks, which cause some sort of voltage drop. I can tell because at night the headlights get dimmer, then brighter with each click. Is this a sign of something starting to "go out" on me or is this normal, with the cycling of the glow plugs?

If it's happening as you go above/below 2500 rpm, it is normal. The glow plugs are being turned on below 2500 and off above 2500.

That is the "afterglow" phase of the engine glow plugs. It is unrelated to the coolant heaters that are seperately controlled and regulated. The engine glow plugs are on (depending on temperature) before starting. The dash indicator is also on. The glow plugs go off, and the dash lamp goes off, when they are sufficiently warmed to assist in starting. The glow plugs will come back on immediately after starting, but now are temperature (below 90? 110?f) and engine speed (below 2500 rpm) dependent. There is no dash indication of the afterglow phase.