My 06 Dmax had several glow plugs go out over the years. I ran for months sometimes with one out and never noticed a problem but that was rarely in any weather near or below freezing.
I've heard they are super easy to change but do beware if you break one I believe you are looking at removing the head to repair it. The older the engine gets the tougher they may be to get out. I always just had mine done at the dealer as my wrench twisting days are largely over.