I've had some difficulty removing glow plugs on my cars because of carbon buildup which causes the plugs to rotate in place without coming out. I've found that the trick is to pull on the plugs while unscrewing them. Once removed, turn the engine for a couple seconds using the starter to blow out the carbon. Finally before putting the plugs back in, wipe the threads clean with some WD-40. This will make the plugs go in much more easily.

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2004 VW Jetta TDI (manual)

Past MB's: '96 E300D, '83 240D, '82 300D, '87 300D, '87 420SEL