In these weather conditions, the glow plugs on a direct injection common rail diesel engine are doing virtually **nothing** regarding whether the engine starts or not, all they are doing is making the first few hundred firing strokes of the engine burn more cleanly until the engine builds up enough heat of its own. DI engines have very compact combustion chambers which are very good thermally.
Indirect injection, of olden days, really needed glow plugs to start, because the surface area to volume ratio of their rather complicated combustion chambers was very unfavourable with regard to heat transfer - i.e., most of the heat from compression transferred away into the metalwork of the engine, and so combusition simply couldn't happen without some extra heat power being applied.
I agree with Zero's view that you are looking at a more serious problem than just glow plugs.
In terms of removing the glow plugs, if possible, get the engine scorching hot, and, if there's good enough access unscrew the troublesome one with the engine running. As the head will be aluminium alloy, and the glow plug steel based, high temperature gives the loosest possible fit.
The biggest reason for glow plug seizure in modern cylinder heads, with long pencil type glow plugs is a failure of the taper seal - combustion gas gets past the taper seal, and the gap between the cylindrical body of the glow plug and the head gets filled up - rammed solid! - with carbon like gunk.
Glow plugs where the seal remains intact usually crack off with the socket, and then can be undone by hand, but, one where the taper seal has leaked will fight ALL the way out, squealing and squeaking as you turn.
Look at the Beru website, and find the size of glow plug fitted to your engine - Beru will list the breakage torque for that glow plug. From experience, you can apply 50% more than the figures Beru quote in reasonalbe safety, but, I would not go beyond that value.
I also agree with Zero's advice - do a leak off check of the injectors, check the rest of the common rail system, and if you're lucky enough to get it running some bit like, and get rid ASAP.
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