Pulling the plugs and checking them is free. Pull them all out and use your ohm meter to test each one. I usually set mine for the lowest resistance setting and if i get any resistance on a plug I replace it.

Also if you have a spare battery sitting around you can test the to see if they get hot. Just don't hold on to it with your bare hands or you'll burn yourself, then drop the plug, and then it will be bad for sure. Give it juice for only a second or two to see if the glow red. If they don't then you need to replace it.

Based on very recent experience, replace all 5 with new at the same time. Really. It's a pain, but will likely solve the problem.
I replaced the two bad ones, then within 2 days the other three died on me.
The box end ratcheting Gear Wrenches from Sears (8mm and 12mm) were a life saver. On the fifth one, definitely put a towel below to catch the nut, just in case. Once it goes down into that abyss...

Also, check for any moisture at the relay box. If it's not bone dry, something goes funny on it. I had one box where it got a little wet from being uncovered with some drizzle, then it failed. I let it dry out indoors and reinstalled and it's been fine, same test results you had.

Update
 

I replaced the one GP that had higher resistance.
My GP light came back on as it should.
Car starts almost instantly (like it did before).

$10 for Bosch at Autozone, normally stocked item. :)

Glow Plug Price
 

I'd like to know what the part number you got from AutoZone. The price I saw for mine was $17.99. I have the pencil type. Are yours different?

autozone part # 80006
9.99 bosch pencil type 81 and up 617 motor style glow plugs
bosch # 0 250 201 039
Made in France. not Germany though.
John
get two at a time, and get your autozone card punched or swiped whichever type card you have... 20.00 adds up quick!
John