1994 Sierra Diesel and Cold Weather

For the past 2-3 winters, my truck will have intermittent starting problems. Works fine in the warm weather months. On mornings that are cold, 32 or below, sometimes after the glow plug light goes out and I turn the key to start, nothing happens. After several attempts, it usually will turn over. Some times it will begin to crank, then it goes Zeeeeeeeeeeee, like the starter disingaged. Only happens in cold weather months. Is my starter going bad? Do I have an electrical issue, e.g. relay not engaging, etc. Would appreciate some ideas. Have been running it this way for 2-3 winters, hoping something would eventually have a hard failure, but in warm weather, it works great.