I was not happy listening to the engine warming up,. It sounded like some nuts and bolts were traveling throughout the engine during the warm up phase, :confused3:
Have you ever heard a diesel running with air in the fuel system? That really does sound like your pouring nuts and bolts in the air intake.
I believe the sound your referring to is partial or incomplete combustion. It's possible to get ignition in 2 cylinders, but not in the third. So, the engine runs initially, but not on all the cylinders. When the third cylinder gets warm enough, it goes away. A very long glow plug preheat will help ensure all cylinders fire.
It's also possible to experience this due to mechanical issues. When an engine is worn, perhaps has low compression on one cylinder, a bad glow plug(s), or a bad or clogged fuel injector(s), what you described can happen on start up, even in warmer weather.