I would definitely do some reading of the various threads on removing glow plugs in your model of engine. Often they are seized in the threaded area of the Glow Plug to Cylinder Head (when you put them back in use a Never-Seize type compound on the threads), they seize due to Carbon build up gripping the electrode end, or both of them at the same time. Unfortunately the snap off below the hex area of the Glow Plug.

Don't forget to use some method to clean out the carbon build up after the Glow Plugs are removed

__________________
84 300D, 82 Volvo 244Gl Diesel