Are you sure that enough power is going to the glow plugs when you start up. There might be a posibility that there is a bad connection somewhere. Best way i can think to test that is when you start it up measure the voltage between the ground/earth and each of the glow plugs.
that seems like a sketchy test. a better way to check it would be to find the specs and use a voltmeter to check how much voltage you're getting to the plugs. bad connections are a good possibility too.