Even though it is warm here in CA when I continue to Preglow after the light goes out; I keep the key in the #2 position and wait until I her the Glow Plug Relay click off.
That way I get the approximately 10 seconds the light stays on before it turns off and additional 20 seconds of glowing.
I do not have to do the above to get started but I do any way.
I would definitely do it if I lived somewhere where it was cold. Infect I would Preglow more than one time before trying to starting if I lived somewhere were it was cold.

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84 300D, 82 Volvo 244Gl Diesel