I agree that an external glow plug is the best load. Any resistor that fakes it would need to draw similar power and thus also glow. Screwing it into a metal tube is the best idea, to manage the heat. But, the suggestion to bridge all the glowplug wire pairs together might be simplest.

First time I heard of this big problem that glow-plugs get stuck in the head (aluminum?). Perhaps M-B installed them w/o anti-seize on the threads. Stuck spark plugs in aluminum heads is a similar problem. Sometimes removing one shears the threads in the head. One reason to remove and anti-seize them before their 100k mile lifetime. I can see smaller glow-plugs being a bigger problem. The 1990's M-B diesels look nicer and perform better than my 1980's clunkers, but I read more horror stories about serious maintenance issues.

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1984 & 1985 CA 300D's
1964 & 65 Mopar's - Valiant, Dart, Newport
1996 & 2002 Chrysler minivans