I don't know the 2.5L, but in my 1985 5 cyl (3.0L OM617), if 3 or more glow-plugs are bad, the lamp won't light (as a warning). My son said my 1984 300D wasn't starting easy on a San Jose winter morning (~40 F), but the lamp worked. I found 2 glow-plugs burned out, and it started easy once replaced even when 30 F.

It takes <1 min to check the glow-plugs in my cars, so I do it every few months when the hood is open. I always have a cheap HF multimeter nearby. Just pull the GP plug and test each of the 5 terminals to gnd. I put the black lead on the fuel filter housing. If bad, you read open. If OK you read ~2.5 ohm. Verify again with the red lead right on the glow-plug end, to assure it isn't from a broken wire.

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1984 & 1985 CA 300D's
1964 & 65 Mopar's - Valiant, Dart, Newport
1996 & 2002 Chrysler minivans