Thank you all for the replies. I think I didn't make myself clear, I cannot take the glow plug out at all. It will turn with the socket, but it won't come out any further, it stays in the hole as shown in the picture. I tried to pull with a pliers, hoped at least outer part will come out if I broke it, but it didn't. I did buy new Bosch plugs and a reamer, but at this point, I have to figure out how to take old ones out without cracking the head, or messing up the thread. I found some videos on youtube, it seem that in order to use those special tools to take the plug out, I have to remove the head?

Thanks again!