Sounds like a textbook case of bad glowplugs to me. :wink:
First test that voltage is getting to them when it should be. This is easy to do and rules out a bunch of electrical problems like the glow plug relay, glow plug firewall-mounted fuse, etc.
If you're getting voltage, might want to buy a set of them (they are not really very cheap though!) and then remove the buss bar to test each individually, either replacing just the bad ones or alternatively, replace all of them together. I'd recommend just trying to keep all 4 plugs having the same brand & correct part number for the application, if possible.
A couple of the plugs are really tricky to get at. You can either use magnets-on-a-stick and wrenches, etc plus a bunch of patience and with a lot of dexterity and skinny long digits, you may be able to access them while leaving the fuel hardlines in tact. Otherwise, consider removing your fuel injector hard lines to make access easier.
If you do remove the fuel hardlines, take every precaution to prevent dirt or dust from getting into the injector ports - it only takes the smallest particle to screw up an injector permanently! IE: clean the fuel hardline unions by spraying cleaning solvent around before loosening them, also cover or cap the open fuel union ports once they are exposed, etc.
Once you have the buss bar removed, you can test each glow plug individually while it is still screwed into the block by measuring it's resistance. A low resistance (say, around .5-3 ohms or so) means it's good, while a very high resistance (open or near infinite) means the plug is bad and needs to be changed. My experience with running these engines in northwest climate is that they can be started quite easily with 1 bad plug but get very hard starting in the cold with 2 or more bad.
The bad plugs cause it to run very rough when cold due to the misfiring cylinders, but this goes away as the engine warms up at which point it starts running "on all four" and much more nicely.