You should check the glow plugs by their resistance values. Ideally, checking them individually will eliminate other sources of error. Another way is to ground the meter and probe each wire to its respective glow plug.
Normal resistance (at least for my 602&603 engines) is .5 to .7 Ohms, but a value of 2.0 can still be good.
For a problem of the light not coming on at all, glow plug #1 alone could be the culprit, or any other two. This is of course in addition to the possibility of a bad relay, for which the only test I have found thus far is switching with a known good relay.
\'87 Mer-B 300D (220,000 miles) (sold)
\'93 Mer-B 300D (173,000 miles) (sold)
\'87 Porsche 928 (101,000 miles)
\'98 Dodge Ram quad-cab (250,000 miles)
\'2001 CLK430 Cabrio (50,000 miles)
Past cars: 1969 mercedes 250, 1981 300D, 1972 220D