The GPs are not in series but in parallel and it is unlikely that if they were working prior to this that more than one went out at one time. I would start with the relay and see if there is voltage going to the GPs when the glow cycle is initiated. I doubt it is the plugs but you can easily check them for resistance right at the connector for the relay.

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Marty D.

2013 C300 4Matic
1984 BMW 733i
2013 Lincoln MKz