I was curious about this glow plug thing myself...mine stopped working over a year ago - car starts fine normally, but in -10 conditions it takes a while cranking to get going.
Recently a glow plug tip broke off during removal and is stuck in the head. I have left it in, and car drives fine so far (will try to remove it later).
I was told by the garage that when one is broken, all other plugs stop working too? It certainly doesn't feel like any are working to be honest.
Also, light on dash never comes on - but its been like that a while, hence my investigation of the problem.
Would love to know what correct behaviour is.