Could be anything - though not likely to be the glowplugs, they only assist with cold starting.
If EGR was stuck, you'd expect performance to be down.
It could be injectors, airflow sensors, any of a load of other sensors. Unless you like wasting money, the best way of finding out what it might be is to get a (proper !) set of diagnostics carried out.
When was it last serviced ? What sort of mileage has it done ? How old is it, and what sort of journeys do you do in it (short trips from cold, etc) ?
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