You can always use a winterizing additive--kero, or something like power-service white--that will keep your fuel from gelling (turning into paraffin), but your fuel dealer's there should all be selling winterized fuel by now ...if you are using any you bought some time ago, buy fresh and try that. [bear in mind that winterized fuel has somewhat less energy, but that should not be a concern, here]
As I understand the very, very low idle on starting, it seems that the engine is not firing on all cylinders, initially, which would give you the low, low idle. There are two possible causes that come to mind: you are not getting enough fuel to one or more; or, one or more is not, initially firing the fuel. Fuel starvation would be caused by minor gelling and you can deal with it suggested above. The other alternative is one or more faulty glow plugs, as some have suggested. Easiest to deal with is the fuel-gel possibility: change the filter and use newly-purchased fuel from a high volume supplier (maybe number 1 diesel if available, as a check); make sure to inspect the old fuel filter you just replaced and check for gelling to confirm. If this does the trick, you're home free, but you might choose to add power-service (white) or equivalent anti-gelling product.
Note: Incidentally, Power Service has three products, one in a white bottle, one in a gray bottle, and one in an orange bottle. The orange is 911 and in not (not) meant for routine use, but can "rescue" fuel that has gelled. Gray is a summertime cetane improver (unnecessary if your supplier meets minimum cetane specs (which is almost always the case) . The white bottle is what you would use to winterize. Read the labels? Incidentally, I wouldn't add just (any old) kerosene ...if you are tempted, find Number 1 Diesel and try that, instead. [You can run entirely on Number 1, but at reduced power ...better to use the blend your fuel dealers carry in your area in the winter]
Now, if the new fuel (w. additive, perhaps) and the new fuel filter don't do the trick, I'd suspect the glow plugs--a voltmeter and a manual can tell you how to check them. First, however, make sure you know how to engage them and for how long. [another, less likely possibility, is border-line insufficient compression in one or more cylinders ...and, an oil change to "winter" oil might help a tiny bit if that's the problem ...but, we've agreed you're changing the oil (and filter) to a synthetic winter weight, right?)
Then, I'd also make sure your engine heater is actually heating [plugged into a live outlet, gets warm to the touch] and [I would] add the battery tender or equivalent charger. [we did make sure we had a good battery, didn't we? ...it spins over pretty well, even when cold? again, a voltmeter check of the battery and charging system can't hurt ...or jump with a running car/truck]
Finally, a modest warm-up period to bring hydro fluid up near operating temp (especially if it's an HST).
Anyway, the key symptom you disclosed is the initial very very low idle (unless the tach gauge sticks ...you can hear this low, low idle, yeah?) What confused some posters is that few of us have ever seen so low an idle speed ...so, that's the symptom to attack. A discussion with your dealer highlighting this symptom can't hurt, either.