Mark's on the right lines, I'd suspect the EGR. However, when I had this problem it was partially the glowplugs, and partially a critical engine fault!!! I paniced, then I consulted the internet. Try checking all the vacuum pipes and connectors. One of mine, for the inlet manifold pressure valve, had a split in the rubber boot. Fixed that and touch wood it seems to be ok now.
Jason
January 2007