This does sound like a glow plug issue. Did you use Bosch? Those are the only ones I have had success with. I would measure the GPs themselves for opens or shorts.

Use a voltmeter to see if each GP is getting juice to it when the key is turned on.

Does the GP light do strange things, like stay on after the car has started? This may point to a failed GP or two.

__________________

'98 E300 DT
'87 190D 2.5 turbo RIP
'92 S500 Sold
'03 3.2TL-S A-Spec