Has this started to occur with the onset of the cold weather? If so, you're most likely suffering from duff glow plugs, or a faulty glow plug relay. When it's warm weather you can normally start with one or two plugs not working, but when it's cold you'll struggle. Once it's started it will be fine for the rest of the day, and this also rules out air leaks.
I'm not entirely sure where the XM's relay is, but you can test anyway when the motors stone cold by applying 12 volts with a jump lead directly from the battery to the glow plugs, 7 or 8 seconds will do. Use the one with the thick supply lead coming to it. If it starts immediately then the relays faulty but my money's on a glow plug or two being down.
They are'nt expensive, but you should make sure you get Beru branded ones from Eurocarparts or German swedish and french. Most other types just don't seem to last in PSA engines.
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