Are you just trying to start it or waiting until the glow plugs have time to produce sufficient heat for the combustion process?..You should have a light that lets you know when to try and start.

Remember that diesels work on the heat generated from highly compressed air vs having a spark plug. Glow plugs are simply an aid to the process, and it takes longer when it is cold.

Check battery amps

As a Note:
In some cars, including all older cars, it is possible to attempt to start the engine (crank it over) while the glowplugs are switched on (relays in many modern cars prevent this). The heat caused by the engine's combustion, when combined with the heat from being electrified, is destructive to the glowplugs; the overheating can easily cause them to burn out. Thus, it is important to wait for the "wait to start" light to go out before cranking the engine.

Glowplugs have a limited lifespan. Certain factors, such as the aforementioned overheating, can greatly shorten that lifespan. The amount of heat which a glowplug produces diminishes over time; this causes the engine to become progressively harder to start in cold weather.

The tech forums would be your best bet for more details. You could also post in the 'Diesel Thread' in WAFTE...We have some pretty knowledgeable people with diesels.