This is not out of the ordinary. The glow plugs will cycle after startup when cold. This is to prevent excessive smoke during warmup. Your relay is more than what it seems, its a solid state controller. It is connected to the coolant sensors. The 'wait to start' light will only come on during the inital warm up. After that, the GP controller uses the coolant sensors to determine its cycling to prevent the smoke that would apparantly appear if its cold and the cycling wasn't going on.
If you are getting about 15 seconds of wait to start time and your engine lights right off, the glow plugs are probably just fine. A trouble light or ohm meter across each gp to ground is a quick check to see if they are good or not. A burnt gp will not complete the circuit to ground so you will not light the trouble light and/or get a very high ohm reading. Good luck, sounds like your truck is functioning normally.
Just so you know, this system was designed to start without the block heater down to -14 deg F and I can personally attest to it working well when close to 0 deg F. The block heater is useful and will greatly aid in starting, plus you will get heat faster on those cold mornings.

Put it on a timer, it only needs about an hour or two to do its job. It's a thousand watts and will chew into your electric bill if on all night, every night.
