2005 Nissan Terrano

Hi there.My name is Dennis.I've got Nissan Terrano II 3.0 TD SVE 2005 reg.There's cold engine start problem.It was done genuine 1500 miles when I bought it in 2007.Even now it's just 13400 miles on this car.So,when I turn ignition key on and glowplug light indicator goes off start cranking engine but it doesn't start straight away.Even in summer time.It takes up to 20-30 sec to get it started.The large cloud of grey smoke comes out of exhaust pipe for a few seconds.Smoke stops after.
When I purchased this car it was still under warranty.So I went to West London Nissan Dealer three times a year.Every time they tested my car and just could not find anything wrong.Then I insisted to replace the old glowplugs but they confirmed no fault.
I've been driving my car with this problem almost 3 years and every time I start cold engine always think not to damage it.
Hope to get good advice.Thank you very much.

updated 2-15-10
Hi there.Thank you very much for your answer.I have got a feeling that is spot on.I am just wondering what I am supposed to do to get it fixed.Can I do it myself(I would not mind) or I shell go to some Nissan specialist or any garage?
It was a question if it runs rough after cold start.So,it does very rough for about 5 sec and then is fine.
Anyway thank you once again.