When removing/installing the plugs, be careful with the electrical leads; they're easy to damage if you're not careful. Sometimes when you are removing the nut to get the power wire off, the wire wants to twist as you're turning the nut; if you twist it too far ... *snap*
Other than that, it's a pretty basic job. Standard recommendation is to replace all the glow plugs at once, because they all tend to have about the same lifespan. I don't always do that, though...
'83 240D, 250k miles