This might be one job that getting an estimate from the Mercedes Dealer might be helpful.

The Dealer at least has access to a drill out kit. Although even the Dealer may not decide to drill the Glow Plug out in their shop.

Calling on the Telephone and asking various Shops what they charge and if the have experience removing broken Glow Plugs or what they would do if Glow Plugs break off will cost you nothing. Being on the Telephone allows you to have more "Sales Resistance" then if you are in person.

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84 300D, 82 Volvo 244Gl Diesel