If the glow plug is accessible you can use a test light, AMP meter or OHM meter to test it.
If using a test light hook up the ground end to a 12 volt power source. Touch the point end of the light to the tip of the glow plug. If the light lights you have a ok glow plug, if the light does not light up you have an open glow plug, not working. Glow plugs use resistance to work so this method will not tell you how good the plug is just that it is still working.
You can also use an OHM meter to test, hook up the ground side to ground and touch the plug with the positive end. Measure the resistance of the plug and this, if you have the specs for the plug, will tell you the health of the plug.
If you have a AMP meter you can hook the meter in line with the plug and it will tell you the amperage the plug is pulling. Again if you have the plug specs you will know the condition of the plug. Many plugs pull somewhere between 6 to 15 AMPs, just depends on the maker of the plug.
Sorry, forgot to add one important item. If you have a plug go bad, the plug can swell up and get jammed up in the threaded hole. If you try to force it out you can ruin the threads or break off the tip of the plug causing it to fall into the cylinder. If you do replace the plug and it comes partway out nice and then gets real tight do not force it, screw it back in and take it to someone that has the right tools. Do not want to have to replace a head or block.
Be careful.