Well a test light will catch about 90 percent of the bad ones. Pull all the wires off the glow plugs. Connect the clip of the test light to battery positive post and then probe the connector tip of each glow plug. The test light should light up. If it does not that glow plug is open and needs replaced.
If everything is working correctly good batterys, good starter, good glow plugs, and a fuel system that is not wore out these engines will start at zero and below without issue. I run 30W year around and have never had an issue. If I know I need to go someplace and know it will be at zero I will plug the block heater in but sometimes things come up.