The primary purpose of glow plugs on direct Injection diesel engines such as yours is not for cold starting, although they do switch on for pre-heating when the outside air temperature is around 0°C. Their main purpose is to reduce engine noise and improve emissions after start up when the engine is cold. They should switch off after about 30 seconds after you start the engine.
Although you may well have one or more failed glow plugs, and be aware that they often break during removal which may lead to a specialist removal being necessary, they are unlikely to be the cause of your starting problem, especially at this time of year when it's not cold.
The first thing to check is the battery and connections. Also check the starter motor connections and engine earth.
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