Longer starting times in cold weather is common, the colder it is the longer it takes to get a diesel going, especially indirect injection diesels such as whats found in most tractors (but not all).
3 basic tests you could try but it involves a volt/ohm meter.
1) Disconnect the power lead to each injector one at a time and with your meter set to read DC volts, engage the glow plugs and make sure theres battery voltage at each connector. This'll tell you if power is getting to them.
2) Set the V/O meter to read ohm's and with the lead still disconnected read the resistance from the connector tip of the glowplug to engine ground. I don't have my manual handy but you should read anywhere from 100homs on down to 4 or 5. If it reads "open" or higher than 100 ohms the glowplug is bad -or- if it reads a dead short at the meters lowest ohm scale it "may" also be bad as it needs "some" resistance inorder for it to heat up when current flows through it. A dead short won't drop any voltage and more than likely will blow the circuits fuse anyhow.
3) If your 3 glowplugs pass the above and you still question their operation, pull each injector one at a time, reconnect the power lead and making sure it's making a good connection to engine ground (like in testing a sparkplug), engage the glowplugs, the tip should glow red.... Actually, if the glowplugs pass tests 1 & 2 the probability is around 99% that they are good but some folks need to see the tip glow red before they'll accept them as good
Good luck