Did all of the threaded part come out? If the ceramic end-piece is the only part stuck in the hole...why not put the other glow plugs in it and start the car? If you're lucky,the piece will blow out after it starts. If not,the prechamber has got to come out anyway (worst case,maybe the head has to come off). I don't think you've got much to lose here. If the piece drops into the prechamber,its not going anywhere.
ASE Master Tech
Mercedes Tech 19 Years