I have always made it a habit of waiting say at least 30 secs before driving off, even in a petrol engined car to give the oil time to start circulating (time enough to put your seat belt on etc!). I also always drive gently for the first mile or so in very cold weather. i don't believe in putting full load onto a cold engine. I am not, however, suggesting that you let the engine idle for a long time before driving off as this just makes the engine take longer to reach operating temperature.
I agree (hence why I said half a minute of idling on start up - should be enough to get the oil circulating well enough.). Plus for a diesel I don't usually go over 2k rpm (max 2.3k) when before the temp guage is at normal temp (ie about mid way). Also after a drive especially ones where you have been using 2.5k+ rev range I would leave it half a minute before switching off to let the turbo cool abit.