Yuo should be aware that the LED on the dash is a warning indicator, not
the glow plug output itself.  You can wait  for a few more seconds after
the LED goes out to extend the glow time before the relay actually cuts
the power to the glow plugs.  This will sometimes make the engine start
smoother.  I have noticed with all my diesels that starting is always
worst around freezing.  Something to do with charge density of incoming
air? 
-- 
Diesel John

'83 Vanagon Diesel GL  'The Smoking Tortoise'
'71 S-Cab 'Ole Blu'
'83 Audi 5000 TD
'84 Audi 5000 Avant
ex '71 Superbeetle
ex '71 Window Van
ex '76 Scirocco
ex '77 & '78 Rabbit Diesel