Your glow plugs do not stay on...they turn on an once the light is out they go out.

Reason it may start better for you since you warm then back and rewarm is just because there more heat in the motor.

You should not jump into the car and drive off if you can help it...its best to start them up and walk away...let them warm up. If you drive them cold there will be fuel that wont burn and have hard carbon up in the motor.

Another thing to help fight the carbon build up...when the motor is HOT (if it wont get hot around 200F take your fan off) And get on a empty road and from a dead stop hit the gas HARD and run that turbo..if your a stick slam the gears home to try to blow out your motor of any carbon build up.

If you take the fan off make sure you keep an eye on your motor temp.

Dont red line the motor but take it higher than 3k on the tack (4k is red lining for my truck)

P.s there are kits out there that will let the motor run at higher rpms but they are running a few mods....getting your rpms up will help clean out carbon inside your turbo (on the hot side) as well an you will get better flow

I run my rpms up every oil change (5,000miles)