easiest to check the glow plugs right at the relay on the fender. After inspecting to ensure the nuts are tight I would see if the glowplugs themselves are tight. There are a couple different glow plugs for different models, and i know some i have seen the the hex for the socket to go over is closer to the tapered seat. If this was the case it would probably bottom out at the hex rather than the seat, and that could cause some problems.

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2003 Dodge Ram 2500 Cummins - Georend fully built trans, Banks Big Hoss Bundle, Smarty Tuner, 5" turbo back exhaust. 500 HP and 1100 ft/lbs to the ground.
1979 Mercedes-Benz 300CD - Lost to a four car pile up on 275, Thank You Michigan Drivers.
1986 Mercedes-Benz 300D - Sold, Euro non-turbo car.