1. Cold start valve. The adjustment screw is located on the right-side (closest to the battery) in the image below. Use an 8mm closed-end wrench to crack loose the locking nut and then a fine flat-head screw driver to adjust clockwise/counter clockwise the cold start.
This will lower/raise the RPM when it's cold. You may have to adjust it a few times before you get it right.
I prefer to have the cold start / idle in park / idle in drive with brake one around 850 RPM. This gives a nice and smooth idle speed which you can tell by the non-shaking steering wheel.

2. Injection Pump front / main seal. This is known to wear over time sucking oil/air into the Injection Pump which causes it to start very rough in cold weather/mornings and blow lots of smoke.
The Injection Pump has to be removed from the rear and is not a simple job for a backyard mechanic. I would recommend to have one of the Delica-favorite shops do this. You will notice an immediate increase in power, clean/smoke-free starting and better mpg. A worthwhile job to do.
delicat wrote:3: The connection from the wire bringing power to the busbar connecting all 4 glow plugs could be rusted or loose or just plain old. Cut that conection off, removed the busbar and put individual wires from each plugs going to where you cut the connection.