Bit late, but Looking at the wiring diagram, there doesn't seem to be a glow plug fuse.
There is however, the glow plug relay.
If you have the manual, troubleshooting for the glow plugs is in Engine control system, starts at page 964 in my manual.
see that 80amp fuse thingy before the glow relay
i can't recall if its a fusible link or a fuse, but it should be with all the other fuses under the bonnet.
Yes, you're absolutely right. I was somehow thinking at the time it was a primary fuse not directly associated with the glow plugs. But now that I'm thinking about it, that doesn't make any sense at all.
In my defence though, this was before I'd had my morning coffee.