Many thanks for all the replies.
I believe my mechanic has a known good relay that I can use before I buy a new one. The last 5 years I have bought an awful lot of parts I probably didn't need (the last being new injectors) and wish to cut down on unneeded purchases.
I will assume that my mechanic checked the wiring to the GPs themselves when he changed them out but I will confirm with him. I will also look at the wiring to the relay in the meantime. The fuse is present and intact (the thick metal one on the relay itself). I assume that is the fuse mentioned in the thread. Somehow this problem is engine-tempature related, or the least, engine tempature brings out the symptoms. First crank on a cold morning the GPs always come on. Drive around for a bit, let the car sit for 10 minutes, then they don't..... strange.
MTU, I didn't know that about the 107s; I'm a military history fan and this car is built like a tank so Panzer seemed like an appropriate nickname.