I believe part of the problem (in earlier cars at least) was a rather optmistic minimum engine speed for the hot engine. A weak battery, old starter and wiring and it a bit borderline. Add a retarded point of injection from chain stretch and it pushes it over the edge. I think they changed that mapping slightly on later models, possibly more than once (97 and 99?) from what Dopey's BMW mate said.
Running the lift pump and sticking the glow-plugs on all help it catch. Didn't they remove the NRV from the lift pump on later models?
I seem to recall Datatek saying even the 99 still suffered.