Could be a fueling issue, could be a timing issue. Below 40F the glow plugs are used. If your timing is retarded then it wil be harder to start. More advanced timing within normal limits will make it easier to start.
But if those are fine the engine should start right away. If the cranking is slower than it could be battery, did you change oil weight?
Just to clarify, the vag-com doesn't adjust the timing, it just lets you read the timing. Warm up the car, with the engine running, the current vag com software lets you see on a chart how advanced/retarded the timing is.
See if there's an issue first. To adjust the timing, see the timing belt article in the FAQ and note that you probably have stretch bolts that need to be replaced when you adjust the timing.
Don't forget that turning the key twice to turn the glowplug light doesn't do anything in modern TDIs. The ECU has an afterflow, they are on below 48 degrees. Older cars could have benefitted from turning the glowplugs on twice, these cars don't because glowplug time is conroled by the ECU.
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