I have the 115 1.6 Diesel and I have not noticed any significant difference in the time that it takes to warm up compare to any of the previous diesel Peugeots that I have had (I think five at the last count).
I did have a Fiat Grande Punto 1.2 JTDM diesel previously and that was the single worst car I have ever had in respect of the heater efficiency and time to get to temperature. (Fantastic engine though)