You did check each individual glow plug for continuity with an ohmeter? Just the voltage reaching each plug means nothing really. Also if one plug is bad sometimes the dash indicator for the glow circuit will stay extingished . I believe I have read but not experienced this myself.
I do not know if your car would have the long afterglow plugs. Others will comment. Or you could monitor the plug voltage to find out if they stay on after the initial period yourself.
Once you are positive the glow plugs are working. Then I would try loosening each fuel line at the injectors one at a time to see if it is a particular cylinder or an overall condition like too much air in the fuel supply initially. No reason yet to get really concerned. Another thing with this type of complaint is to remove the return line from the injection pump just to make sure there is enough fuel and pressure in the pump to have some excess coming out of the pump.
Or if you happen to own a diesel compresion checker you might want to get that out of the way first. If not it can wait until a few things are checked out.
Sorry went back and see you have changed the glow plugs out so start at the next item.