You don't say what year your car is - pre-LCI or LCI?

Don't discount the glow plugs based on the ambient temp.

Here's what the BMW TIS says (posted here on Xoutpost by _chris_): -

Preheating

At coolant temperatures below 25°C, there is a preheating period of 0.5 seconds. The preheating period increases as the temperature falls, reaching a maximum of 2.7 seconds at a coolant temperature of less than -25°C.

Activation of the glowplug system on the instrument cluster only occurs at coolant temperatures below 0°C.

After-heating

At coolant temperatures below 30°C, there is a temperature-dependent after-heating period to improve idling and exhaust emission characteristics.

Start preheating

Start preheating takes place for approx. 10 seconds if after the preheating time has elapsed the engine is not started and the ignition remain on.

Get the DDE scanned for codes - I'm betting you have multiple glowplug failures - which could also be the glowplug controller, which doesn't last forever on the LCI cars.

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Wayne
2005 BMW X5 3.0d (b 02/05)
2001 BMW F650GS Dakar (b 06/01)