As far as I know, on these model years the glow plug current supply turns off when you release the key from the starting position (back to ON).

On some later diesel models, 1990-93, the glow plugs stay on for some period of time after startup. The length of time they stay on after startup is determined by the ambient temperature. At first they went with something like "up to 17.5 seconds" and later extended that to "up to 60 seconds". I don't know what MB did on the 1995+ model years. (Info from the MB W124 service manual.)

My 1987 300D smokes unburnt fuel for about a minute after startup. I think the smoke is the reason the previous owner sold it - he was scared the engine was trashed.

Ken300D