A few different things can cause hard starting in the cold. One would be low cranking speed, say if your batteries were a few years old. Next would be a bit of air in the fuel system, on the fuel filter housing there is a small cup to the rear of the filter in line. On top of that there is a plug with a cross on it, unscrew it and see if the rubber ball is falling apart. That ball will cause it build fuel pressure slowly and hard be hard starting, also take cup off and check the screen. Lastly would be slow to build injection control pressure. Did you have all the injectors out or just the failed one? The orings could be starting to leak. This engine needs 725 psi of oil pressure to the injectors to start. If you have an injector oring leaking it can be hard to build on the starter either will mask the problem. Try switching to WD-40 instead of the either it is the better of the evils not dry like starting fluid.
Why yes there is a way to check the injector orings. On the left side of the head there is a long steel manifold, there should be a braided steel line from the high pressure pump to this manifold. Remove the line from the manifold, and pressurize the system with compressed air into the manifold. Listen for leaks if you hear any remove the rocker cover and find out which injector is leaking. Replace the orings on that injector.