We woke up to minus 12C on Tuesday morning this week but I didn't notice any problem starting. You would expect Europeans to have more trouble in winter than yous guys because we nearly all drive diesels, but I had none. I did have to wait about three seconds for the GloPlug light to go off (for those of you that aren't familiar with diesels, they have a little gadget at the top of each cylinder sort of like a sparkplug with no gap. It has a filament that heats up for a second or so , literally until it glows, and this helps the diesel-oil/air mixture to ignite), but I'd expect that under those temperatures.
I reckon you're getting a bit of "slap". Diesel drivers are used to this and it's not usually dangerous. What happens is that when temperatures are very low various metal parts contract a bit so that the set gaps between them are larger. This makes for more of a rattling noise until working temperatures are reached.
What you mustn't do is to check the gaps and re-set them narrower. If you do that, then when the engine reaches its working temperature, you might risk overheating or get timing issues.
You could try a different viscosity oil in winter if you live somewhere chilly. Most of the big lube oil manufacturers have helplines and can advise you if you ring them up.
Rocal