Greetings, another data point for those interested...
Based on things I'd passed along from reading threads here at BITOG, and David Newton in particular, my brother (lives in southern IN) decided he wanted to give a 30 weight a try in his '97 7.3L HEUI. He ended up getting some M1 5W30.
He said couldn't believe the difference it made. Never had he (or I, fwiw) ever noticed a difference in engine performance from oil. Short of an OCI to get hard numbers, choosing an oil always seemed more a theoretical exercise. After switching to the 5W30, cold starting went from a long, painful process, virtually identical to what the OP states, to just another normal thing.
After the engine did start, it used to idle terribly. It acted like it was missing, and had no power for many minutes until it warmed up. He was dreading having to buy new glow plugs, or just leaving it parked until spring. Now, with the 5W30, it starts right up and idles fine. He said it's a night and day difference. There's no question now that the glow plugs are fine.
Cheers.