Sounds like your glow plugs are totally fried. Pull one out and look at it.
What about filters? Most newer diesels have more than one fuel filter. Fuel pumps are ridiculous expensive, and you'll want a warranty on a job like that, so take it to the dealer before you do anything with the fuel pump.
Wouldn't it be cool to drop the tank, get soaked in fuel, replace the pump, reinstall the tank........and still have the same problem? Try a few simple things, but leave the heavy lifting to the professionals.
