Do you let your TDI warm up before driving off?

-8* F this AM. Turn the key, wait for GP light to switch off, then I wait 3-5 more seconds for afterglow and it starts first crank.
Let the noisy, rough idle settle down to 903 rpm, usually about 30 seconds, and motor off.

Was about 0F this morning. One long crank and it wouldn't stay running. Second long crank got an idle. After a minute the smoke stopped. I let it idle so I could go in and get dressed--I had my doubts if it would start.