Hello,
I have similar problem with my E39 530D 2002 142kw.
When engine is cold I need to crank it a lot to run, when it starts, working rough with a lot of thick white smoke. Car shaking, looks like not all cylinders working. When car gets around 60+ celsius, then all working fine, without any shaking, any smoke, looks like nothing bad with it. If you turn off engine and start again on warm engine it starts just fine. I have already checked all injectors they are good, changed all glow plugs, all vacuum hoses, fuel filter, pcv filter, egr removed.
It is video when engine is cold:
[video=youtube;INJ-HswtLOc]https://www.youtube.com/watch?v=INJ-HswtLOc[/video]
it is video when engine is warm:
you can see rail pressure jumping, injectors work changing and hear rough engine work when its cold. Maybe anyone can help? thank you