I would have checked them first, but if you want to replace them anyway, go ahead. I would at least check them before or right when you take them out, to get a aha! moment. If they all check good, you might have a wiring connection problem.
Basically how it works; The glowplug controller has a brain that controls a large relay that are both mounted together. The brain monitors the current draw the glowplugs are demanding, and that is how it figures out how long they need to be on for the engine to start easily. As the glowplugs get hot, the current draw goes down. As the weather gets colder, the glowplugs take longer to get hot, so it holds them on longer and that's how it determines what the temp of the engine is and how long it needs to glow the plugs.
Great idea, great system right? Yes if everything is working correctly. Like the others said, one bad glowplug will make the whole system draw less current. The brain is fooled by this and glows the system for less time, when it really needs to glow longer. Also resistance in the glowplug wiring, poor connections at connectors and such, will also decrease the amount of current flowing through the controller. This also fools the brain into thinking the glowplugs are hotter than they really are, and it short cycles the plugs.
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