I don't know if the "newer" cars like your '99 are smarter than the old ones but it's possible to have a bad glow plug that doesn't cause the glow plug light to not illuminate (or stay illuminated after starting -- there are a number of error modes). Whether that would / would not cause a CEL I do not know. It's easy to check the glow plugs with an ohmmeter by pulling the six-pin plug off of the glow relay and checking each pin to ground. Should be no more than 1 ohm each.
It is also possible to have a bad glow relay; perhaps the afterglow function has ceased to work.
All of this assumes you're starting on diesel and warming up the engine before switching to WVO.
Jeremy
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"Buster" in the '95
Our all-Diesel family
1996 E300D (W210) . .338,000 miles Wife's car
2005 E320 CDI . . 113,000 miles My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970
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