They should be quite a simple job to change, but a little tricky to get at the wire connectoins on a couple of them. The first thing to do is, over the space of a week keep dribbling some penetrating oil on the glow plug threads that go into the block as sometimes they bind to the aluminium. If they break off when trying to remove them it will be an expensive job so well worth the prep !
Remove the thick link wire from the heads of the glow plugs, choose a deep socket (Hex if you can) then wind them out. You can test them on a car battery but if there is a black build up of soot on them they are probably faulty. Swap them out with new items, use a little copper grease on the threads before refitting. Dont go over mad in tightening the glowplugs.
If you have a little knowledge and work methodically it should present no problem to swap these out.
Good luck Steve.
Steve Ball, November 2006