I have never done this test.
Bentley says to do the compression check at "normal operating temperature".
Giles at Performance Diesel does his cold; at least on one of his videos.
Although it may be ok, I'm not sure about sucking cold air across hot valves !
Normal temp, cold,

? what is the preferred temp for the test. Maybe both could tell more than one or the other??
Comments, tips???
Get 4 compression testers. Pull 4 injectors as fast as possible while engine is hot. Install 4 compression testers........Crank away.
I guess that is some fire burning in there !!
800 degrees F, I think, on the diesel EGT.
Regarding the "hot" compression test............
My head temp checks out at, say, 165 degrees F(using an infrared thermometer) when I stop the engine in my driveway. The shop replaced rebuilt injectors using the copper Permatex anti-sieze compound. I can see it oozing a little around the injector base where it meets the head.
What would be a good head temp at which to remove the injectors in order to do the compression test?
Should the injectors be removed one at a time or all at once?
After the hot test, I would do an overnight cool down and test all cylinders cold.
You guys have too much time on your hands. Do it hot because it will be higher than cold and ALL of the compression specs for diesels are HOT not cold. Having been run recently the cylinder walls will be well lubed and the engine will crank faster which is critical if you are trying to determine if you motor is up to spec.
Realistically it takes about 2 minutes to remove the lines and another minute or two to get the injectors out. Loosen all of the injectors at one time and spin them out by hand. The motor will still be plenty warm.
Also put your battery charger on the car while running the compression test. Otherwise the motor may well turn slower on #4 than #1 with a consequent lower reading. Not quite so important on a 4 banger as a V8, but a good idea anyway.
Since cranking speed is critical do it with all of the injectors installed on the bench not the motor.