I gutted all the wiring to and from the controller myself...
With that relay you have two big posts and two little posts. One big post is connected to the battery positives, the other goes to the glowplugs. One little post is a ground, like an upside down T, and the other is the signal/switch post with an S.
I made a little relay jumper from big battery + post to the little switch post. Then all you do is run a wire from the little ground to the dash and, get a nice momentary button, attach to it and then run a wire from it to any ground.
Then you only have 1 wire in the cab, and its a ground wire so if it shorts it'll kill your plugs maybe but won't arc/spark and start a fire like a positive could. Its also very easy to wire up that way.
16 gauge should be good either way, 14 if you want. Either way it needs to be stranded, solid wire will break over time due to bending and vibration. and if you go running a positive wire the signal post doesn't draw anywhere near 20 amps, I'd recommend something like 5 amps. If you do get a short you want the fuse to blow before you catch on fire, oversized fuses are harder to blow.
You can splice into the old wait to start light if you want that, all I did instead was put a LED next to my switch, use a wire from the switch for the negative, and added a resistor to the positive before tapping into a positive somewhere. It is ground actuated. I think I have pictures here somewhere of my control panel I made with momentary starter and glowplugs, and toggle reverse lights and fog light switches. I used a flashing LED for the reverse lights so I wouldn't forget leaving them on.