Well, first of all you can test the glow plugs with a ohm meter. To do so diconnect the wires from each plug, then connect your meter from the terminal of each plug to ground. If it is infinite, that plug is open and therefore bad. I don't know how many ohms a good plug will read, but they should all be about the same. On my 300d I can remove an injector and see the plug turn bright orange, when the glow plug light is on, and I know it stays on for a while after the light goes out. I don't know why your light is doing what it's doing. It sounds to me like a wiring problem, but I don't know if bad plugs would cause it to act like it is.