Probably not a bad ideal to change the glow plug relay out. I have acquired them from auto wreckers before. I felt the cars were not sent to the wreckers for bad glow plug relays and they were cheap from that source. If you have any electrical background or not. I would at least inspect the fuse strip in the relay. Or for a loose connection.

If for example the fuse had cracked your hitting the relay might have re established a connection. Looking further into the relay might depend on your electrical experience.

I have paid as little as five dollars for a used replacement. If it failed once. Even If now working it probably will fail again. Unless you find the cause for the failure.