Any decent sized connector would work. The glowplug wires can pull way over 100 amps when they are glowing, so those large wire connections are under a lot of strain. Any heat created at the connection means voltage drop, which means less power to the glowplugs.
I do like some sort of disconnection means for those wires. If you ever have to do any engine work, like pulling the pass side valve cover off, it's nice to be able to unplug all those wires and move them out of the way.
One day you may have a problem with your running lights not working. Another common failure at the headlight switch, same scenario; Too much load on one connection which eventually melts the tan wire feeding the running lights.
