These modern diesels have a cold start tickover device, which makes them run faster a cold and first start up.these are run from the temp senders on the engine and sometimes linked into the ecu as well.
If it runs ok when warn its a good place to start looking at the sender for failure or loose wire etc.
Hope thats a start to look for.
Also I think fords may use the glow plugs for a short time on start up to avoud smake and help it keep running, so maybewortk checking them before winter too ?
AndyG, September 2012