I am unfamiliar with your setup but what I would do is check for power at the plugs. You could have a bad glow plug relay, check for power coming into and out of the relay, if you don't have power actually at the plugs.
Older non-computer controlled diesel Fords had what was referred to as a glow plug MODULE. It's a non serviceable unit you have to replace the whole thing. (relays, timers, etc). The glow plug MODULE received signals from your temp sensors and triggered the system to go on accordingly. On the older E-series they stuck it down on the pass side under the dash. It's about 3"x5" with a lot of exposed circuits. I'm willing to bet this is where your problem lies. IIRC the dealer didn't stick it to me to bad last time I needed one. Hope this helps, jim