I wouldn't bother. It costs about £50-£80 to get it done properly. If its snapped trying to undo it already then it won't come out by drilling and tapping it. Have a look on you tube at snapped glow plugs.
I tried on my wife's scenic dci. Drilled out the whole threaded part, but I could not extract the glow plug tip, it was coked up!! In the end I left it as it was December 2011. It fell into the engine in march 2012. I had to do full head and new piston!! I wish I had paid the money.