Check out the injectors and make sure the tips are clean. If you can take them to a diesel shop, they can do a "pop test" to make sure they spray atomized diesel fuel. Make sure you mark which injector goes with each cylinder.
If the injectors are ok, you may have to get the high pressure fuel pump checked to make sure each pump output is discharging the right amount of fuel at lower RPM. I had Mack Boring rebuild the pump last year and it helped a rough idle problem.