There is a reason why (at least until recently) most Diesels delivered in temperate zones came with grill covers.

Another phenomena to consider is that even if the water the thermostat is exposed to is at or near normal temps, it gets super cooled in the radiator, so the water entering the engine is colder than normal, and the average temperature over the whole engine is going to be lower.

 

That could also be true...

 

I suspect this is the biggest component to engine heating. Basing this on regularly -15 to -20 C winter temp experience over several years. My trick is seat heaters on full, cabin heating off, and if possible, one window open very slightly to prevent fogging. Usually gets engine to operating temp in 10-12 minutes in easy going city driving. Highway driving, no probs with engine heat.
Do notice that prolonged stops at intersection can cause engine temp fluctuations, but they tend to be minor and as soon as you get moving all's good!

 

It's fairly large according to WIS pictures.

I pulled from WIS the diagram and description of the coolant circuit for OM651 and... it's pretty complex. Mostly due to multiple coolant circuits via EGR cooler, Fuel Filter heater, engine oil cooler, and heating element INSIDE thermostat housing that is regulated by ECU (read electronically controlled thermostat). There is also an aux electric pump right in front of the expansion tank that pushes coolant from the coolant pump DIRECTLY into the heater core. The V6 counterpart on GLK has much less involved coolant circuit which would explain why a "broken thermostat" would be a typical suggestion from those who are not familiar with these diesels. Happy reading!