I am not sure if the glow plug control electronics for the 300SD and an '82 240D are the same, so this may be of little value to you. My experience with the 240D has been that when the glow plug light does not work and you turn the key to the off position and try it again and it works, you have one glow plug that has gone bad. When you get no response the second time you have two plugs burned out, and the car will generally not start. I have never had to replace the fuse because it was broken or burned out, but I have replaced it just because it looked to be in poor condition (kind of drooping in the middle, and no longer shiny) and it was easy and cheap to do. The glow plugs are also relatively cheap considering how long they typically last. Good Luck!
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)