When I go to start my '93 300D the glow plug light doesn't come on, but it will turn on after it starts. The car starts perfectly when dead cold outside, but is pretty rough on said start up. Does this indicate that a glow plug(s) is out? If so, how do I go about checking which one is out?

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1987 300SDL 271,000
1999 E300 Turbodiesel 155,000ish. (Dad's)