It won't make it easier to start, but it will certainly help it run smooth after the start and with less smoke. You don't need to change the glow plugs right away, just the relay. Just change the glow plugs when they fail on a case by case basis.

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2004 VW Jetta TDI (manual)

Past MB's: '96 E300D, '83 240D, '82 300D, '87 300D, '87 420SEL