Thank a lot Euro.
In addition here is what I found on the alt.auto.mercedes forum posted by Will which has a 98 E300TD I guess at the end of January 2002:
Did a plug at new year.
The symptoms sound correct. The glow plug light should come back on if a plug is open circuit, but it could have shorted internally fooling the check system.
On the LH inner wing, behind the washer bottle there is the glow plug control unit. Unplug the connector that feeds the loom under the inlet manifold and check each terminal with respect to ground ( car body). Each plug will be about 0.8 ohm if I remember.
To change a plug you need the car on ramps, remove the under shields from engine and gearbox, remove one allen bolt holding the aluminium air pipe to the EGR valve body and the clamp bolt for the EGR pipe to valve body and remove the clamp. Remove all the torks bolts holding the inlet manifold to head. Pull the vacuum pipe off the EGR valve and disconnect the manifold pressure sensor and remove from the inner wing.
Lift the manifold with a twisting action as this will break the seal to the stainless steel re-usable gasket and the fragile EGR pipe.
Pull the connector from the glow plug and unscrew.
Refitting is the reversal.
About an hours work.
Hope this helps.
E300 TD 1998
You MUST have the correct glow plugs. Most motor factors will sell you the wrong ones, they are for the old engine. The correct ones are 4.5 inches long with a push on electrical connection.
MB part: A0011592001.
Bosh part: 0250201038