Air bubbles.... That's the problem.
Your fuel system has an air leak - at a filter, hose clamp or just a deteriorated fuel hose. Once air creeps in, usually overnight, starting is difficult. That's because air can be compressed (fluid cannot be compressed) so when the injection pump pushes 2,000 psi pressure to the injectors the air absorbs the pressure and the injectors don't open -- until the air has been expelled from the high pressure lines by your expensive cranking with the starter.
If you changed a filter check that it's really tight, then check if all the fuel hose clamps are tight and wipe the fuel hoses with a medium dark, not black, rag so any leaks or weeping really show up on the dark rag. You should know the the new ultra low sulfur diesel #2 affects some old, dried out hoses and sealing "O" rings and so, causes leaks.