Warning I spell poorly and did not spell check the below stuff.
There is info on what others had to do concerning the breaking glow plug issues.
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http://www.peachparts.com/shopforum/diy-links-parts-category/146034-fast-navigation-do-yourself-links.html
I was a Diesel Mechanic for 18 years. Most Trucks have direct fuel injection into the cylinders and do not have glow plugs. Other diesel engines that use glow plugs don't use long skinny glow plugs in an aluminum head.
So I would not expect your Mechanic friend to know what was going to happen. Also had Mercedes used some sort of neversieze type compound on the Glow Plug when they were originally installed there would be a lot less problem with them.
Lets talk about the Indy. You said they used extractors but did not indicate if they used normal broken bolt type extractors or the extractor kit that is made specifically for extracting the Glow Plugs on the Mercedes. I think that is something that you should ask them.
Then there is what is causing the Glow Plugs to stick. Most frequently (from what I have read on the forums) it is corroson inside on the threads where the Glow Plugs thread into the head.
The next problem is if the Glow Plug did not seal on the head (note it does not seal on the threads it seals on an angled shoulder) and combustion gasses bring carbon up between the Glow Plug body and the bore in the Cylinder head that the Glow Plug goes into. Or I suppose you could have both problems.
Apparently your Indy did not know the issue of those Glow Plugs breakin off was an issue because the older mercedes use shorter Glow Plugs and cast iron Cylinder heads and a stuck Glow Plug is in them is rare.
If you go to the repair links and look up the stuck glow plug issue what you are going to find that Indies that know about the broken glow plug issue usually won't try to extract the Glow Plugs themselves buecause then they have to do the fix themselves. They will normally tell the customer that the Cylinder Head has to come off and be sent to a Machine Shop for removal fo the broken Glow Plugs.
That is a win win situation for them because they get to make money off of the Head removal and the head re-installation and totally avoid a chance of dmaging the Cylinder head by a botched extraction job.
So what can be done now?
That is hard to say with out actually seeing what is left after they tried to extract the Gloe Plug.
Here is some stuff from my Notes but I can't remember if this one has the pics of a method to extract them or not: MORE BROKEN GLOW PLUG removal details in the wiki
W210 broken glow plug removal - plan to make a nice DIY post. - PeachParts Mercedes ShopForum
Note that if the broken Glow Plug is carboned into the Cylinder Head I doubt if it is going to blow out especially if the threaded area is still intact.
So right now not knowing what was done during the attempted extraction would be a good indication that the Cylinder Head comes off and sent to a Machine Shop for exraction.
The other option would be to have your Car (an auto club membership is handy for this) to a shop that has eqipment to burn out electronically and then extract the Glow Plug. But that is going to depend on how much room (remove the Oil Filter) they have.
You will likely need to rotate the engine and then change the Oil because the burn out machines I have seen use a hollow electrode and coolant flows into the electrode and that is going do dump into the cylinder unless you plug off the bottom of the Pre-combustion Chamber. The burning machine can burn through any broken off extractor.
Of course the Mercedes Dealer should have the proper extraction tools but they won't want to deal with it is a piece of an extractor is still in place or the Indy botched up the job too much.