Well,yes and no. If your diesel is correctly maintained,regular oil and filter changes,air and fuel filter clean,then it should start ok in all weathers.
In the cold weather though,anything not quite up to scratch can effect initial start up which may not be noticed when it's warmer.
Check things like battery and alternator belt,if battery is a bit low due to loose belt or just a ageing battery,starting becomes difficult.
If these are ok,then heater plugs not all working is probably favourite.These small diesels will often start ok with heat in only two cylinders during warm conditions,but will not have it when colder.