Once my glow plugs are activated they stay on for 40 seconds each and every time regardless if it's the first start of the day or if I've been running errands and the car has only been parked for a few minutes in between stops.
I can time it each time by starting the car while leaving the door open. Leaving the door open causes the dome light to stay on. Look at the light as you insert the key into the ignition. The light will be bright. As the key is turned to energize the glow plugs, the dome light will dim due to the current draw. Continue to watch the light. When the glow plugs shut off the light will brighten again.
www.dieselgiant.com has a great test procedure with pics