In those temps, sitting mine seems to take about 10 mins or so before the needle moves, but if I get in and drive it as posted above, I have hot air after a few minutes/mile or 2 of driving. My trans temps on the other hand take much longer, never timed it though..
Not sure what you mean by you being used to a quick diesel warm up, my limited experiences with them (mostly friends/family that have them) and from what I've read here has me believing they take forever to warm up.