A word from the wise....
Always replace in FULL SETS, They have a service period life 36,000 to 48,000 dependent on environment and are all fitted from new at the same time in the factory.
Any reputable service department also changes them as full sets at the same time. Changing one or two will result in the older ones failing within weeks so back to square one!
Disconnect the battery completely before changing the glow plugs
When buying the plugs make sure that they are matching make, brand and numbers. Beware of Ebay cheap deals that post out different brands, they have different operating timing and heat factors dependent on the manufacturer's tolerances!
Re-attach the battery, attach the ignition rail to all the new glow plugs and place them on a baking tray to prevent any heat damage. You can earth it if you need too.
Turn the ignition to MAR only (ignition on).
All you want to do is to test them quickly to see if the glow/heat process is uniformal so that they all glow/pre-heat at the same time frame and of the same illumination (heat consistency)... It should take a maximum of thirty seconds to test.... Once you are happy, turn ignition off and disconnect the battery and reinstall them.
It is Not unknown to have one or even two glow plugs in a new batch to fail, this test will show any weaknesses before fitting and then prevent the throwing of a red herring before going hunting for another fault when all along it was a duff new glow plug.
If one is not working as it should, simply take it back to the supplier for a replacement, but unfortunately you will have to check it all again... Just in case
Been there, done that, got the T shirt !
It's sound advice to also change the heater plug relay at the same time and clean the contacts up... For the cost of the relay itself, you then have peace of mind the the circuit is in good working order for at least three further years.
PS... stay away from using Ether (aka easy start) Diesels love the stuff but once you use it more than once, it will always need it on cold mornings like a junky needs a fix
Hope this helps