I have a few thoughts; is the temperature sensor in the block okay, and is it properly connected. There should be a one conductor connector near the relay for this sensor wire, also there is a snap on connector at the sensor itself.
Other thought is the glow plugs themselves. I have in the past gone through all sorts of troubleshooting gyrations, only to find that the system works perfectly after replacing pin type glow plugs that measure okay and don't look too bad.
'84 Euro 240D, 516K miles
'88 300E 5 Speed
'81 300D Daughter's Car
Over 800,000 miles in