Sorry to drag up an old post, but I'm having a similar problem with my glow plug relay.
I've tested them all and they work (removed and tested with jump leads), but I'm only getting 9.5 volts to the plugs, 12.5 at the battery.
So I checked the power going into the relay, 12.5v, after pulling the connector just off the relay I managed to get the multi meter probe in and get a reading off the outfeed of 9.5v.

The plugs do glow with only 9.5v but not as much as when tested on the battery.

I've pulled outer case off the relay and sanded the contacts as they were a little pitted, but still only 9.5v.

Any ideas guys ?

You appear to be dropping 3V across the relay. Further up the thread it was said that the glow plugs were 12VA, so if my maths are right the relay is dissipating 12W - I know it's not on for very long, but does it get warm when it's in operation? I'd try another relay and check again. I've not looked up the circuit, but if it's battery / relay contacts / glow plugs / chassis then it doesn't leave much else!
When you measured the 9.5V, did you have the probe on the blade of the relay itself, or were you on the relay socket contact? If the latter, it might be that the socket contact is a bit crappy.

Thanks for your reply.
It was 9.5 on the blade of the relay.
What I didn't do was check the power of the battery when the glow plugs were on (to see if it's the battery), I'll check it tomorrow.

Voltage checked, while the glow plugs are on there's only 10.4 volts at the battery.
More telling is it drops as low as 8.4 while cranking the engine, so new battery time I think.