For any symptom like that, gas or diesel, changing the fuel filter(s) is the first step. Diesels are especially sensitive to good, strong fuel flow, because the injector pump works at such high pressure. Next step on a diesel would be the intake to the lift pump and the lift pump itself. The lift pump brings the fuel from the tank through the filters to the injector pump.
Could be a bad injector too, but the other things are all greater possibilities.
2004 American Tradition; 2014 Buick LaCRosse
Homebase in the Ocala Nat'l Forest near Ocala, FL