X3 E83 cold start problem

[PhilH42]

As title really - starts fine when not too cold and once started runs fine with no misfires.

No warning lights on dash, coil light goes off after a couple of seconds.

I Changed glowplug control unit no difference

Not changed glowplugs yet but before I do is there anything else I should check...relay or fuse?

[VerySideways]

Have you got a code reader? Check the fault codes, highly likely it's a glow plug issue but it may be all of them or it may not.
To be fair, if it is more than one glow plug then it's probably worth changing them all whilst you're there anyway.