Cold start problems on diesels are nearly always associated with glow plug failures and yet you say they have been replaced? I can only suggest that you get the plugs checked again after trying this:
From cold, turn the ignition on, wait for the glow plug light to go out, switch off the ignition and immediately turn the ignition on again and wait again for the glow plug light to go out and then try and start the car. (if the glow plug light goes out fairly quickly then they are probably ok)
Hope this helps.
Simon.
March 2006