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From everything I have read here if my truck is a hard start on cold mornings and I have replaced the glow plugs the next thing to look at would be the relay right?
Either the relay or the harness that connects to the plugs. If you've replaced all the plugs and it still is having trouble, it is probably the relay. If you replace the relay and still have problems, break out a multimeter and check the harness.
If you want to test the relay when the truck and weather are both cold enough to require the glow plugs take a single jumper cable and jump across the two large posts on the relay for 90 seconds, disconnect and try starting. If the truck starts fine then the relay or what controls it is the issue.