Odd starting problem with 52" Clio diesel

So I have this little clio diesel which is a fantastic little car but has this one wierd starting problem that I can't seem to fix.

If you turn the ignition key to position 1 and then start it as soon as the glow plug light goes out, there's a good chance it won't start, whether it's hot or cold! However if you leave it a minute or longer before trying, it almost always starts up. Regardless of when you start it, it always starts up on the second attempt (currently). As winter is fast approaching I really want to get this fixed as I don't want it to get worse, it's already embarrassing enough when it doesn't start up.

Here's what I've tried so far

Garages - Visited several (see below)
Fuses - Intact
Alternator belt - Replaced (was squeaky)
Alternator - Tested, normal
Battery - Tested, normal
Glow plugs - Replaced
Preheater circuit - Tested, normal
EGR valve - Replaced (was stuck open)
Injectors - One replaced, now normal

I can't keep throwing money at this as I've spent more money trying to fix it than the car is worth already so if anyone has any bright ideas as to a solution I'd really appreciate it.

Odd starting problem with 52" Clio diesel