Another way to check the whole circuit is to take the glow plug control unit out and ohm check the contacts there. You can test both circuits, 1/2 and 3/4. They are labeled on the control unit's little diagram. This helps to pinpoint if you have an issue with the harness as well.
If you find a variation in ohm readings between the two circuits, chances are good something is amiss...then you can check the plugs themselves. If they check OK, you know there is an issue somewhere in the wiring....which is usually a bad connection at or in the harness over the plugs.
Also hard starts can be caused by a faulty coolant temp sensor....and when these go flakey they often will set a "soft code" meaning no MIL illuminated but a DTC stored in the ECU's memory. And more times than not a "generic" OBD2 scan tool will NOT retrieve that DTC! If everything is working correctly, the coolant temp sensor will send the correct signal to the ECU, which in turn grounds a terminal at the glowplug control unit, causing its relay to energize and provide power out to the plugs. However after the engine starts, the relay will energize for the "afterglow" which can go for quite a while (2 minutes I think) but will cut out if the engine is revved over 2500 RPM. When it goes below 2500 though it'll kick back on. I personally think this excessively long afterglow time (for emissions reasons, none other really) is why so many TDI glowplugs don't live a very long life. The older cars afterglow was only about 10 seconds.
