I did some research on the glow plug relay when I had the same issue about a year and a half ago on my 83 300D. The relay turns the light on when it is supplying voltage to the glow plugs. My problem was cured by a new glow plug relay....

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2012 Mercedes ML350 Bluetec 102K (hers)
2005 Corvette 55K (fun car)
2002 VW Jetta TDI 238K (mine)
1998 Volvo S70 T5 Turbo 211K (kids)
1994 Ford F150 4WD 246K (firewood hauler)
1983 Mercedes 300D 384K (diesel commuter)