Ford Focus 1.8 TDCI cold start problems

Ford Focus 1.8 TDCI cold start problems, Typical start up process in sub-zero temperatures. Takes several attempts to start (making a lot of smoke in the process, not caught in the video). Once started, the car runs rough for 20 secs or so, and then runs perfectly.

In warmer temps (+5c or above) the car starts perfectly, with none of the symptoms in the vid.

Any ideas on what should be checked/replaced to fix this? Thanks!.