As far as i know all the glow plugs do is heat the cylinders so that you can start the car, so if the car is starting ok, thers no need to change them, and no they wont make any difference to your economy
That's right. Diesels do not use sparking devices. Combustion is achieved by compression. The air in the cylinder is compressed so that by the time the piston is at the top of it's path, it is sufficiently hot enough (air naturally heats up under compression), then the fuel is injected and instantly combusts. However, this requires a strong & heavy engine block to deal with these pressures and that in turn means that it acts as a heatsink, per se, and dissipates any heat built up by the compression stroke. A glow plug heats the cylinder prior to starting and aids the process so that you can start first time, especially in cold weather.
They will only need replacing if you are having difficulty starting, and as Colin has already said, they have no bearing on fuel economy whatsoever.