Roadlover,
I agree that most likely you either have a small crack in the fuel filter housing or the bleeder screw on the bottom has loosened a bit. There's a screw in the bottom with a locknut (jamnut) to keep it tight. Not real easy to reach or get a wrench/plier on, but you can. We had ours loosen and bleed the fuel out and then it sucked air. Scary when the engine won't start! The engine simply won't start or keep running if there's air in the line. We'd just had the filter replaced before we left Michigan on our trip to Florida in 2010 so it's obvious the lock nut wasn't retightened properly which allowed the bleeder screw to back out a little.
Tighten the bleeder screw snug and then tighten the locknut. Be reasonable on how much pressure you put on the screw and the lock nut. Tighten but don't strip it or break the housing. Our's is plastic and it could be easily broken by overtightening way too much. Prime fill the filter by repeatedly pushing the plunger on top a lot as said. If it doesn't start right up, prime it some more. If I rememebr correctly, each time I primed it I pushed the plunger about 25 times. Ours had to be primed 3 times and after the 3rd time it started right up and never had it happen again. I check the lock nut a couple times a year now.
Be sure to check under the filter area for dripped fuel a few times the next few days.
Plugging it in overnight can only help too. You get a lot colder up there bt the Straits than we do here about 200 miles south and I have never once plugged our 2004.5 D/A in yet nor the purchased new 1984 GM 6.2 diesel we had for 7 years and they always started instantly in the winter. Of course, we very seldom ever get down to zero F here.