Something else worth trying that doesn't cost much, and is not risky, is to go down to your local Radio Shack store and pick-up a spray can of that dry ice type spray. Then spray the stuck glow-plug to freeze it.

This will cause it to shrink, hopefully enough to make it come out, or at least to allow some of the carbon to let go and flake off.

Just a thought.

Phil

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'95 E300 Diesel, 264,000 Miles. [Sold it]