Glow plugs for sure the right place to start with diagnostics, as even one dead one can make cold starting rough and smoky for the first 30-60 seconds. Two dead will make a real smoke show and three dead may prevent the engine from starting at all.
If you have access to an inductive ammeter (like the kind you can clamp around a wire), you can use one of those as a quick-and-dirty diagnostic step for the whole glow system. Nominally the "fast" Bosch glow plugs should draw about 12 amps each when running. So if you clamp your meter around the red wire that goes from the GP relay to the GP bus on the engine, then energize the glow plugs, you should read ~72A while they are running if all 6 plugs are good. If you read ~60A then you have five running and one dead. If ~48A then you have 4 good ones and 2 dead.... and so on.
It doesn't tell you WHICH plugs are working or dead but will at least help you determine if that is the right cause to pursue, without having to do the work of disassembling the glow plug bus and test each plug individually which can be labor intensive, especially for the back two. If your current readings indicate all plugs are functioning, then you can head in a different diagnostic direction unless you have already ruled everything else out. It is theoretically possible for a glow plug to fail in such a way that they still draw normal current but don't produce heat correctly, but that is fairly rare.
