I just removed the glow plugs on my '95 - the rear one is a bit fun to get a socket on - you may need to get a "medium" depth 12mm socket to get the job done.

I would recommend using lots of patience and penetrating oil.

Work the plugs back and forth as you are removing them - CCW about a 1/2 turn, then work it cw / ccw / cw / ccw, then try to get another 1/2 turn ccw - especially if it feels hard to turn - STOP - soak with penetrant and move to the next one.

I've gotten all but one of mine out - the last one is totally unthreaded - but is still stuck in the carbon inside the head - I've been soaking it with penetrant for a while - and trying to come up with tools to allow me to pull / pry it out completely.

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95 E300 Diesel 265k and counting