This sounds a lot like the way my BX has been acting since I got it in April. I went back right after getting it and described it to the dealer, and he said to let the glow plugs go for 30 seconds. That seemed to basically clear up the problem at the time (it still didn't seem right, but a subsequent trip/question and they said it was "normal"). Now that things are a bit colder, it seems to be starting real rough.
So, it seems I may have the same problem. It is difficult for me to take it back to the dealer to have them look at it. Is there some way I can check the glow plugs myself? If I'm sure they are a problem, I will bite the bullet and take it to them to fix.
Kevin