If the engine has a supplementary oil pump system, you aren’t doing any harm, it will take a bit of cranking to generate enough heat before the fuel will combust/vapourise half sensibly.
A lot of older/bigger diesels are just like this and need some work to get them going.
–Edward beday:This is a case where a bit of starting fluid would make a huge difference.
All that grey exhaust smoke means that unburned fuel is soaking piston tops and especially exhaust valve stems.
Many of these engines have been damaged by exhaust valves sticking in their guides after the unburned fuel on valve stems turned into varnish, when the engine warmed up.
Use block and oil pan heaters, when starting in cold conditions, use enough starting fluid to make sure all cylinders are firing.