Cycling the key, unless you leave it on for over a minute, is a waste of time. The GPs can stay on for up to 90seconds or so.
And: the air intake heater doesn't do too much for your starting, that's the GPs. Most get rid of the AIH. The fuel heater, too, doesn't do much. Unless it's cold cold cold way below 0*F cold. It can short out, which will blow the fuse for your PCM and IDM and that will cause a not start situation until you unplug the bowl heater and replace the fuse.
Now, what kind of code reader did you use? Has to be a decent one to communicate with the comps on these.
The bad miss, especially since you did the GPs, can be cause of the UVCHs. under valve cover harnesses. Search the ORG for it. There are plenty of instructions, but basically, they need to be well connected, not chaffed, no burnt pins, etc. because they provide power to the GPs and injectors. That may be why you're having hard cold starts, cause the UVCHs aren't that great, especially to the GPs.
Fuel bowl leak: Dieselorings.com has Orings to fix that leak. The drain Orings will wear out and leak over time and need to be replaced. Very easy.