I doubt the glow system is the issue either, but I always want to be sure these cars have all that correct, as that can cause some really screwy cold starts.... even when it isn't that "cold", as the afterglow system works pretty much all year round.
You may have a bad injector, too. White smoke that smells like fuel is a tell tale sign of incomplete or NO combustion, yet fuel is getting in somehow. If an injector is unable to stay sealed up, that is what happens. Unfortunately, with the PDs, injector service isn't as easy as on the VEs. Good news is, they are generally pretty good. But there is always that chance. Loss of fuel prime can also do a similar thing, in that there is not enough fuel in the system to allow the injectors to make proper pressure, so they cannot atomize the fuel correctly. This is why diesels put out a start up puff (some more than others), and worse when cold.
You may do this:
BEFORE you start the car cold, but when you know the issue is likely to happen, take the Mickey Mouse clip off the thermo-tee on the fuel filter, and look inside. See if it is still fuel of fuel (it should be, maybe not all the way to the top, but certainly "wet" inside). This will at least give you an indication of if the issue is a loss of fuel prime. You can try multiple key cycles, this will run the lift pump every time, to help reprime the system. You may also have a bad tandem pump that is bleeding over internally causing a loss of prime too.