Have you test each glow plug to see if they are "good", how about using volt meter at glow plugs, got voltage... If bulb is just a incandescent lamp it may be coming on, but the glow plugs them selves may not be heating... My MF GC 1715 glowplug lamp comes on with key in GP position, but it only tells me key is in GP position and there is possibly 12 volts going out to GP's.... Is not a indicator of current flow through GP's to cause them to heat... Many systems, many ways, to initiate glow plugs, only a glow coil indicator mounted in series with glow plugs will actually indicate you have a good "current" path through GP's....
Dale