It can be real hard to confirm a blown head gasket.
Well worth carrying out the pressure test cold and hot, but even then it may not be conclusive.
What engine is it?
No need to rmeove glow plugs or anything else for that matter.
I doubt it will tell you anything. Head gaskets often blow between cylinders and not into the water jacket and they can blow into an oil way as well. Even if the blow is into a waterway there's a good chance it will hold the 10-12 psi you can put into the coolant and not the 400psi peak you could get in the cylinder. The only test worth doing is a compression test as it will check the head gasket, rings and valves.
You could go to a garage that has MOT emissions test gear and ask them to do a hydrocarbon sniff test in the header tank. If hydrocarbons present there is a head gasket leak.