You test the glow plugs by first removing them from the engine. Connect the ground/body of the glowplug to the minus terminal of your battery. Then hook up an Ampere-gauge in series with the positive terminal of the glow plug. Connect the Ampere-gauge to the positive terminal of the battery. It should be a surge of approximately 25 Amps and then start to fall of. The tip of the glow plug should start to glow orange after 5 seconds, if not - discard the plug. Continue to have the glow plug connected for a total of 20 seconds, the gauge should read 9-12 amps at the end of the 20 second period, if not - discard the plug.
If you need to test the plug again, wait until it has cooled down to room temperature.
Best of luck!