Hi
The glow plug controller checks all 4 plugs individually every time you start, by measuring their current drain, i.e. OK, too low or too high. If there is a problem it sends a signal to the ECU. The next time you start, a warning will be displayed. It is unusual to have no fault code stored in the ECU.
Despite no codes, I suggest you check out the main high current supply fuse F02 (50 Amp) which is in the under-bonnet fuse box.
If this is OK and its contacts are clean, check the connections to the 4 plugs for tightness and cleanliness. The plugs each draw tens of amps so the contacts must be in tip-top condition.
If these are also OK, get the glow plugs checked by a diesel specialist with a testing machine, i.e. one that supplies them with something approaching their normal working power. An ohmmeter check at much lower power is better than nothing (expect about 1 ohm cold), but can give misleading results as some faults only show up when a plug is hot.
All the glow plug current goes back to the battery via the engine/gearbox to body earth strap, but I am assuming that is OK otherwise you would have reported a sluggish starter motor.
One faulty glow plug will probably not be noticed unless you are attempting to start at temperatures well below zero.
A warning, glow plug replacement needs a fair bit of dismantling (£) and they can sometimes be seized (££) so you may just decide to put up with it !