What year? Pre 99 or 99-03?
On my 2000 you could tell if you have bad glow plugs or relay at around 45 degrees or less. It would start but the cylinder(s) with bad plugs would puff white smoke for about 5-15 seconds till the compression would finall heat the cylinder enough to light it. Of course that's if the engine is running. Cranking speed might not be fast enough.
If the GPR to all the plugs is good, you can unplug the harness on top center of the valve covers and ohm out each plug and find the bad one(s).