Hi Dieselmad,
just thought i'd post back that so far my tdi has had its cold start issue fixed...
despite my mechanic changing the fuel filter...i thought i'd have a go at changing the filter myself, not that difficult to do, all you need is a lot of rags and a T30 screwdriver/torx key
i noticed after removing the filter top and the filter element itself that there was a 'sludge' at the bottom of the filter...
remove the actual filter housing itself, it just pulls UP after you've removed the lid and put it to the side...
decant as much of the 'clean' diesel into a bottle as you can as you'll use this to help clean the bottom of the filter out
swill the diesel left at the bottom such as to suspend as much of the muck in the diesel and quickly chuck the diesel out, and get that filter housing as clean as possible!
replace a new filter element, new 'olympic ring' rubber seal, new rubber seal around the ring, replace the top back.
remove the top 'bleed' screw and replace the little metal washer under that bolt, with the bolt in but not tight, have someone cycle the ignition for 5-10seconds such as to prime the filter, you'll know its done because you'll get diesel bubbling around that bolt, tighten the bolt, cycle the ignition once more and start it, should be alright.
if that doesnt fix it, before you start the car in the mornings, cycle the ignition on, off, on, off, on and then crank to start the car... this i found worked for myself for some reason.
also consider getting your starter motor tested.
good luck and please post back!