You can do a couple of easy things. Check the resistance of each GP by unplugging the connector at the relay and checking each connection (they are numbered on the female connector). A good GP should be about 0.6-1.0 ohms when cold, a bad one usually reads infinity (open circuit). You can also verify that the connection at each GP is getting at least 11V while they are glowing (they glow about 40 seconds, regardless of the light). That shouls help you determine if it's the GPs or the relay.