Welcome to my world.... (but one I escaped from!)
There are several things which can cause this issue.
Leak back pipes (cost about £5)
not that likely but possible, cost about a fiver to sort, look on ebay for 3.2mm inner diameter pipe such as this (
3.2mm 1/8 OVERBRAID FUEL DIESEL LEAK OFF OIL PIPE HOSE | eBay) you need 1-1.5 metres of just the pipe. Then pull each section of pipe off in turn and hold against the length of pipe and cut off the relevant piece and just push on. Do this for the 3 pipes that connect cylinders 1 to 2, 2 to 3 & 3 to 4 and then the long length from 4 back again.
Glow plugs (cost about £12)
not likely as the engine will start just fine without them in most cases but.... You can check these for operation. First check they are getting a supply by holding neg probe of multimeter on block and positive on front glow plug. Get someone to switch the ignition on and watch the voltage. It should go to 12/13v and then drop back. If it is not doing then check the maxi fuse for the glow plugs and the glow plug relay. You can check each glow plug by disconnecting the leads and removing each plug then place the plug in a decent vice and connecting the neg to the vice and touching the pos onto the end. The glow plug should glow orange if it is working. WAIT a good while before touching the plug as it'll get very hot.
Fuel lift pump (cost £15-25)
You can test this by disconnecting the fuel pipes and placing your finger over each of the pipe connections in turn. Then moving the lever up and down. If it is working correctly one of the pipe connections should push your finger away the other should suck it in. The lift pump is basically two one way valves and a chamber in the middle. When the chamber is squashed the fuel can only go through the pump in one direction. If either valve is faulty the pump will not work. The injector pump acts as a pump too so if the lift pump is faulty the car can still run and it only seems to have issues when it's been standing for a while.
Just for info I replaced the battery because it kept going flat before it started, the leak back pipes, the maxi fuse and glow plugs, the fuel filter the entire fuel pipe and eventually the lift pump. Once I replaced the lift pump it started first time every time even before the glow plugs had done their thing.
