You can check the continuity of parallel - wired glow plugs by removing the connector that is located at the very front of the glow relay assembly. On the OM671.95X engine, it is a 6-pin connector with only five connection locations populated. Each pin in the connector goes to one of the glow plugs. Test continuity/resistance by connecting an ohm meter from each pin to ground.

I do not know if the OM616 (240D) uses the same relay but, if the plugs are parallel units, the testing procedure is fundamentally the same.

Note:
While an open circuit glow plug is definitely a sign that the plug has failed, a 'non-working' glow plug can still have electrical continuity. The FSM test for proper glow plug operation is based on the current draw, not continuity. Unfortunately, not many of us have DC ammeters capable of reading anything but milliamps.

The lovely and charming Marlene went through this last month when we first started getting cold weather. At 35° F it took several glow cycles and lots of cranking to get her attention. Ohming the plugs didn't reveal much, all had continuity but, one plug had slightly higher resistance than the other four. I replaced that one (per PEH GP replacement guidelines) and haven't had a bit of trouble since then.

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Never a dull moment at Berry Hill Farm.