On the last van I had it was easy to just unscrew and pull out the injectors a little and to look into the top of the cylinder, switch the ignition on and watch the glow plugs glow. This method also shows that power is being supplied to the glow plugs. Not advisable to do this if it's a high pressure direct injection engine.
OR
Disconnect the wire going to each glow plug.
Connect a test light to the POSITIVE (+) battery terminal and touch the point of the test light to each glow plug terminal in turn. If the light lights, it's good. If it doesn't, it's bad and needs to be replaced.
Some diesel engines, Mercedes Benz diesels (My latest van is like this) have a Pre-combustion Chamber that houses the glow plugs. This Pre-combustion Chamber helps slow down the combustion process and aids in cold starting. They do have a tendency to get carboned up and thus rendering the glow plugs ineffective. So when the glow plugs on engines equipped with a Pre-combustion Chamber are replaced, the Pre-combustion Chamber should be reamed out to remove any carbon build up
Don't fit cheap replacements, they won't last very long at all.