You could need new glow plugs.  I would remove these and test them on a
battery to see if they are good.  Also how long does your amber light stay
on?  It should be on for at least 10 seconds.  If not then the relay may need
to be replaced.  Also what oil are you using?  I had hard starting with my
'81 Jetta diesel using straight 30 weight motor oil until someone suggested
trying a multigrade oil in the winter.  I tried 15w-30 and this worked much
better in the winter (easier starting because the engine spins over faster).
Also check the condition of the wiring going to the glow plugs.  If there is
any corrosion this could keep them from getting as hot as they should be.
Hope this helps.
Ken Wilford
Van-Again
John 3:16