Is it only from cold, or on every start?
Does it run normally once going?
Do you get lots of white smoke out of the exhaust when it is cranking
but not firing?

If it is only the first start of the day that is a real pain, and lots
of white smoke, I'd suspect the glow plugs and/or the glowplug relay. If
you have a test meter you can check that you are getting 12V onto them
when the ignition is turned on and the glow plug light is on. Testing
the plugs themselves is more tricky; the meter may be able to tell you
if each plug is open circuit or not, but that isn't the only failure mode.

Other problems could include a pinprick hole in a fuel line or fuel
filter, allowing air into the system that needs to be purged before it
will start - but this is less likely.

Matt

My money is on glow plugs (also called pre-heater plugs).     Recently had a
new set put in my wife's 306 which was virtually impossible to start.   Now
starts first turn of the key.    And 125,000 miles is nothing for these
engines.   Chris who contributes to this group has knocked up 250,000 on his
405 and apparently it runs as good as ever.

Did they have problem starting it when u left it for a service?also
when was the last time you had a set of glow plugs fitted? i always say
every 3rd year.
chris addlestone surrey,