No. I'm pretty sure that the diagnostic system hooked to the light compares plug #1 with the other plugs and signals a problem to the light if a discrepancy occurs. If all the plugs are out, there is no discrepancy hence the light would show everything is fine.
Another quick test is to use a non-contact thermometer pointed at the glow plugs to see if they are heating up.

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1977 300d 70k--sold 08
1985 300TD 185k+
1984 307d 126k--sold 8/03
1985 409d 65k--sold 06
1984 300SD 315k--daughter's car
1979 300SD 122k--sold 2/11
1999 Fuso FG Expedition Camper
1993 GMC Sierra 6.5 TD 4x4
1982 Bluebird Wanderlodge CAT 3208--Sold 2/13