It could be the relay that feeds the battery to the glowplugs or just a poor connection.
If you can use a multi-meter or test lamp , try looking for the 12v battery on the feed to the glowplugs while someone switches the ignition key on.
The 12v battery should be "seen" at the glowplugs for 30 secs or more ...then automatically turns off.(It`s this period of battery supply that heats them up )
If you can not see this 12v battery (with your meter or test lamp) then it could either be a dodgy connection or the supply relay faulty.
James, November 2008