This could be the relay playing up (which controls how much power is sent to the glowplug) or more likely a temperature sender problem.
There are two i think on the side of the head, one is a coolant sensor and the other is the one for the cylinder and glowplugs, I would suspect that this isn't reading right, and as such is leaving the glow plugs on for a long time. Would be worth having a look, and if you can, see if you can check the relay with someone else's (if you know someone with your model of car)