Then pull the glow plugs starting with #4, first on the circuit. Loop style plugs can burn out - easily detected with visual inspection. The only trick is lining up the heavy guage wire exactly as it was, alternating between upper and lower contact points.

Scorched my own #4 GP once and it disabled the entire system causing a zero GP light situation.

If you find a burned out plug but have no replacement, relocate it to #1 cylinder and the other 3 should heat up.