Turn the key on and see if you have 12v at the plug...touch the multi-meter lead to the end of the glow plug and the other lead to ground. You only have 30 seconds to do it, so be quick.
Also, you can glow and put your hand on the block near the plug and see if its getting warm.
The ultimate check is to remove the plugs and give them 12 volts and see if they glows.
When I changed my plugs, I got them from this website and also got a new relay that glows for 3 minutes after starting to smooth cold starts. It wasn;t too expensive, 5 plugs plus the relay was less than $150.

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1985 300TD-euro 352,000 mi
1974 240D (1?)52,000 mi - has a new home now