I'm not sure how this may apply to the small diesels, but Cummins says not to idle the 5.9 (as in the Dodge Ram) for more than 10 minutes max. That's from the horse's mouth at 1-800-DIESELS (Cummins). It has to do with decreased upper cylinder lubrication at idle RPM. The engineer I spoke with said 11-1200 and up idle is OK, hence the "fast idle kit" Jerry K mentions above.
I let the tractor - JD 4510 - warm up for about 5 minutes and cool down about the same. No loads until the gauge comes up. Pretty much what Roy said... except for the cigarette part. Quit 2 years ago (after 50 yrs) and would still really like to go out back and have a smoke
RIGHT NOW. But I won't.