Dirtball,
I just looked at the wiring diagrams for my 33DA. There is a timer relay that feeds power (actually it makes ground) to the glowplug relay. The wire from the glowplug relay ends in a ring terminal that connects to the first glowplug. I have not looked at mine yet, but I assume that the glowplugs are attached daisy-chain-style from one to the next.
When glowplugs fail, they usually "fail open"; that is the heating element breaks and there is no electrical path between power (the ring terminal) and ground.
The Glow plug light on the dash is powered from the output of the glowplug relay, so when the light is lit, power is being sent to the glowplugs, when the light goes out there is no power to the glowplugs. So if the light on the panel lights you can assume that you have power to the glowplugs.
Just the same, you can verify power to the plugs using a simple test light. Just hook one side to ground, and the other side to the top of the glowplugs. Turn the key and the test light should light as long as the glowplug indicator is lit.
To test the glowplugs you will need a test meter that measures resistance (ohms). First disconect all the terminals on top of the glowplugs. Then set your meter to ohms (1-10 range) and connect one lead to ground and the other lead to the top of the glowplug.
The glow plugs should measure around 1-2 ohms or so. If it is broken (open) it will read infinite ohms, if it is shorted out (unlikely) it wil read 0 ohms. I say unlikely because a short would have blown the main fuse.
Anyway, that's my two cents. I hope it helps.
gorm