well...it's not the engine that we are talking about here, it's the auxiliary heater which is powered by electricity (battery). It's put there just because diesels are more efficient then petrol engines and thus produce less heat.
I still think you should check your battery level and if thats ok, then you should go to your dealer. My 2.7 Tdi produces warm airflow from the wents in less then 1 and 1/2 minute...while it might not be as hot as when the engine is warm its plenty warm enough to remove ice and humidity from the windscreen.
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