Changed mine on my 2002 2.0 hdi a couple of years ago with no drama.
Somedays you're the pigeon, Somedays you're the statue.
Never buy glow plugs from anywhere except motor factors, they have direct purchase lines from the factories, Ebay / Amazon and the likes have hordes of sellers selling counterfeit glow plugs and spark plugs for sale from China, the glow plugs heater elements snap off and drop onto the running pistons, fakes tend to have coarsely finished threads, that lock into the head threads once fitted
and they snap off in the cyl head when you try and remove them. Bosch, Champion and NGK are the main targets and arrive complete with security hologram.
The problem is the same with spark plugs, the electrodes come off and wreck engines, motorcycle engines are especially prone to damage from fake plugs. Cheap online bearings, filters and brake parts are all best avoided, I have purchased some real horror stories from cheap online sellers, some wheel bearings Ive seen will kill you. When I do purchase online, I use reputable companies only
Smear the new plugs threads with a fine layer of copperslip, I also use a cotton bud to ensure the head threads get coated too ( just a smear) and torque to the recommended setting, wrenches are available under £10 from motor shops, Whether you have an alloy or steel head, as with exhaust manifold nuts....its best to remove them from a hot engine.
I changed my glow plugs recently with NGK items. Makes a whole load of differance starting from cold. I never thought about a smear of copper grease thats a good idea but my engine was touch warm before I removed ny old ones. Came out with no probs.
I've always use copper grease too and never had problems removing them ..