It can be a pain the first time but there is a trick to making it easier to put back together and make it really easy the next time.
The glow plugs are under the strip of thick copper (bus bar) which runs along the front of the engine under the fuel lines and below the injectors. As has been mentioned, removing the fuel lines for this job is convenient. Once you get those four tiny nuts and washers off (a little magnet on the end of a rod is *extremely* helpful), the bus bar comes off out of your way and you can remove the plugs with a larger wrench.
Inspect the old plugs and note which cylinder each one came from. If any are burned away irregularly (significant missing material), you have a bad injector on that cylinder that should be replaced.
Here's the trick. Once you have the bus bar out of there, use a dremel or other tool to make the four holes into slots, open to the bottom. Now loosely install the washers and tiny nuts on the new plugs, then install them in the engine.
Here's the cool part. Slide the bus bar slots down over the plugs, taking care that the washers stay on the outer side. Tighten the little nuts and you're done! And next time you do plugs, you just loosen the little nuts a bit, and the bus bar lifts right up through the slots.
I can't take credit for the idea though, I think it was somebody on this group that came up with it first.
When installing the glow plugs, screw them in by hand as far as you can to make sure you don't cross-thread them. Then tighten them a little (maybe 1/8th turn, don't strip them!) with a wrench.