If it is the Malfunction Indicator Light (MIL), or sometimes called the "Check Engine" light, that is on you really need to connect a code reader and find out what trouble codes are stored. To do anything before reading the codes is just guessing. It may not be related to glow plugs at all.
Back to glow plugs, you said the glow plugs were changed. Was the glow plug control module also tested or changed out? I did a search. Doktor A outlines some test procedures here:
https://sprinter-source.com/forums/showthread.php?t=743&highlight=glow+plug+test
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A quote from Post #8
Originally Posted by acvr4 View Post
I seem to have just started to have a problem with my #4 Glow plug & module -- that's the codes that pop up- have to love these Scan guages . It doesn't happen all the time just every once in while. I'm getting a set of new ones to change them but could there be a loose connection ? I'll be checking it either tonight or tomorrow but just checking for some heads up before hand.
"The DTCs set by the glow plug module(also referred to as glow plug relay) are unreliable. An indication for a particular cylinders glow plug failure may involve a completely different cylinders glow plug OR non at all-it typically indicates a defective module. DC has FINALLY acknowledged this DTC problem in the latest release notes for the DRBIII sprinter memory card update. The module(relay) part# was 5103568AA and has superseded to 5170859AA-about $110.00 from Dodge. BTW, a defective glow plug can damage a new replacement module-so don't replace a specific single glow plug based on DTC info-then find the problem is still present -then replace the module only to have the undiagnosed defective glow plug destroy your new module." Doktor A
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You might also be interested in Post #18.
Hope this does some good. vic