Your starting system could well be the problem. I replaced my GPR, the glow plug harnesses, and the glow plugs, with little success. Kept checking my cables/batteries/starter, and it wasn't until the starter and one of the batteries failed that I got the beast to start in the cold without plugging it in at night.
Make sure you go through the simple stuff too, like cleaning the battery terminals/cables. Before my battery/starter change, there was a slight drag during starting that I didn't really notice. Not until I replaced the battery that died and the starter that failed did I realize how quickly the truck should turn over. Made a huge difference. Starts in the mornings after very low overnight temps, without ever plugging it in. Oh, my truck has almost 200,000 on it.