Considering the cold, its not unusual for the engine to sputter a little when it first starts idleing. Thats why the after glow is there to keep it running. You can give after glow manually to see what effect you get.
Our diesel ranger is also IDI and has an aluminum head (aluminum sucks heat faster than steel), so it takes a bit of after glow to keep it going after start up or it may sputter and stall out on colder days.
For after glow, try 2 seconds on, 3-5 seconds off, you should feel the engine respond right away to the added heat. Give only enough glow to keep it going since you don't want to over do it.. After the first few seconds, the prechamber will be warm enough to self ignite the fuel on its own.
Air leaks in the fuel return lines could be causing this too, but it seemed to restart a little too easily for that.