The money for the Autoenginuity is worth the money.
Since mid winter this year I have been having a similar problem. I'm in Utah and plug the truck in when it's really cold (below freezing). But since spring I haven't been plugging it in and if the truck has sat for a while it has a hard time starting.
This is what it does. I'll cycle the glow plugs once or twice and it won't start. I cycle them again and it will sputter a little and puff white smoke. On the 4th cycling of the glow plugs it will star but will run rough, hard lope. It will also puff a little white smoke. This clears up after about 30 seconds.
This is what I have checked so far. Tested the glow plug relay. This included supply voltage on the small terminals with the key in the on position. I also ohmed across the large terminals and when voltage is supplied to the small terminals and got no resistance well .01 I can also hear the autable "click" when voltage is applied. So I'm fairly confident the relay is good.
The next thing I tested was the glow plugs themselves. I did this by removing the plug to the valve cover gasket and ohming the outside 4 prongs. All 8 show no resistance. As a side note the glow plugs are Motorcraft and were replaced two years ago along with the GPR.
I don't think the problem is the oil weight because I have been running 15w40 in the truck since I bought it and when the GPs and GPR were new it would start fine below at or just above freezing without plugging it in and having not been run for weeks.
As far as the starter and batteries go the batteries are about 18 months old and the starter cranks good and hard. It doesn't seem to be slow or have a hard time cranking. Also I did an injector buzz test on it about a month ago, well after the had start problem started, and all eight buzzed just fine. On the cylinder contribution test It has always failed in the #8 that could be a factor but it was failing in that cylinder long before the cold start problem.
Any help on this problem would be greatly appreciated.