I paid a few hundred to have the glow plugs checked but they could only test all but one as it was seized and, as suggested, not a good idea to try to free it or it could ruin the engine. This expensive diagnostic didn't help at all and no glow plugs needed replacing either. However, after replacing the fuel filter with a FRAM, which only seemed to make a slight difference, it was suggested that I try turning on and of the glow plug position one on the ignition for about 15 seconds for three or four times as sometimes apparently older plugs can take longer to heat up. This did seem to help but, as I said, the problem disappears once Spring arrives. So it does look like Jaguar have a major problem with ineffective glow plugs, all injectors prove OK on testing. It would be great to hear any updates from the manufacturer on this inherent problem as I will be upgrading to an XE saloon one day. Cheers everyone !