More about shutting down that starting up. When you shut down a turbo charged diesel, you want to idle the engine for a couple minutes to allow the hot oil to be replaced in the turbo with cooler oil that cools the bearing on the exhaust side (hot side of the turbo). If you don't and shut it down immediately, you can 'coke' the hot side bearing. That means the oil boils on the hot side and carbon forms, eventually destroying the bearing.
I typically let all my diesels idle for 3 or 4 minutes to cool down before shutting off.