You can get a cheap Volt/Ohm Meter and check the resistance of the Glow Plugs. I don't recommend buying parts there but Diesel Giant has a good Pictorial on Glow Plug Repair that tells you how to ceck them from the Connector at the Glow Plug Relay. About a 2-5 min job.
The Manual has if the GP Light as abnormal when you are preglowing it is the Glow Plugs.
If the Lignt comes on after the Car is running it is a problem in the Relay. The exception is if you have a year and model that has the Afterglow feature.
It is well accepted that Carbon build up is bad for Glow Plugs. In the below section is ways to clean out the Glow Plug Hole.
Repair Links
Fast navigation
http://www.peachparts.com/shopforum/diy-links-parts-category/146034-fast-navigation-do-yourself-links.html