Ive just checked all mine after i got the "preheat glow plugs not available " dash warning.
They sit just behind your fuel rail and are connected by 4 little black caps about 2" long, Give them a firm pull with your fingers and persuation down the bottom with a flathead driver and they come free pretty easily.
Set your multimieter to read ohms, pop the red end on the glow plug and black to the battery negative The readings i got were ..
Plug 1 - No reading
plug 2 - 0.007 ohms
Plug 3 - 0.007 ohms
Plug 4 - 0.007 ohms
Obviously on this occasion plug was was dead as a doornail it gave no reading on the metre, but they will also need changing if you get high resistance over 0.8 ohms, its gonna want changing apparently.
On this occasion i just replaced the defective one, but you should really do them all. I used a bosch part no *YE07 on my 1.9jtdm £11.67 + vat from wilco. Total £14.00 each.