Diesels, generally, can idle roughly for several reasons most of which involve combustion efficiency.
A diesel is usually a bit rough when cold - no matter what. So temper your expectations, it's not a gas engine.
If it's rough because of misfiring the first suggestion is that a glow plug needs to be replaced. They can be individually checked for continuity with an ohm meter or one can say "if one's bad today another may go bad tomorrow" and replace all of them and be done with it. If you need to replace any buy only Bosch or Beru replacements.
The next thought is carbon build up on the injection nozzles. Try adding a few cans of diesel injector cleaner to the fuel; it may cure it. Alternatively one can remove the nozzles and have them professionally cleaned and calibrated by a diesel shop.
There's probably an idle stop adjustment on the injection pump. (By "stop" I mean a set screw that limits the travel of the lever that controls the engine speed.) This is a "permanent" type of adjustment made with a screw driver and a wrench for its lock nut. So go slow if you undertake this - adjust ONE turn and lock it - drive for a few days and adjust again if needed.
Finally, the engine's valves, if mechanically adjusted, may need to be adjusted. Your engine may have hydraulically (automatically) adjusted valves, I don't know; you need to find out and act if they're mechanical for unadjusted valves lose compression, and that causes hard starting, poor idle and reduced power. Rough idle is the first symptom.
After the engine is set to specification but the car has too much vibration, the motor's rubber mounts ought to be checked and possibly replaced for (your) comfort.
Hope this helps you.