I know I'd try a few screwdriver adjustments before I went and bought different fuel and glowplugs.

If an easy to try, and "free" carb adjustment doesn't work, then by all means look for airleaks, try different fuels, glowplugs, etc.

I always start with the easiest thing first.

By the way, you might want to check the integrity of your fuel system external to the engine. That means no exhaust leaks, no cracked pressureline, no cracked fuel tank, properly sealing fuel tank lid, etc. Again....easy to check, and doesn't cost anything