To check the glowplug relay if you do not have a meter, if you open the bonnet and find where the relay is fitted (on a ZX its a black box near the battery). Then start the engine, after about 15/20 seconds you should feel the relay click where its drops out feeding the plugs and the engine slighty increase in engine speed. If you don't feel this click or the engine don't slighty increase in speed, then maybe its knackered.
But remember these times may vary according to the temperature of the air as there is a sensor in them, winter will be longer on frosty mornings and shorter on a summers morning