The job of putting in the new glow plugs will go a little easier if you have the glow plug reamer tool. This is because on some engines (mine anyway) carbon builds up around the glow plugs. You might notice the old glow plugs being a little hard to get out? Well, if that's the case then the new ones will be a little hard to get back in, and they won't be as effective because the carbon packed around them will bleed off their heat.
Much better to ream out the glow plug area with the tool - then the new plugs go in easily and heat effectively.
Also, the use of anti-sieze on the new glow plug threads will help you keep them from locking up in the head. I have not heard of this being a really bad problem, but the anti-sieze is a nearly 100% guarantee this will not happen.
Buy only Bosch glow plugs. All others are essentially no good.
Ken300D