What year/model is your CRD?
What plugs do you have in them, 5V or 7V?
Early Export CRDs use 11 volt plugs which are powered with 12 volts from two relays activated for a pre-determined time by the ECM....1 volt is dropped over the relay and plug contacts and the ECM does no error checking on the plugs but only checks that the relay coils are not open circuit or shorted out. My Export 2002 CRD uses this system and it works well but here in SA it seldom goes below freezing temp outside!
The 2005/6 CRDs are activated by the ECM and Glow Plug Module through very complex Pulse Width Modulation that shortens the time the plugs have voltage applied to them...some members here on this Forum have cracked the ECM software to see exactly what is going on inside the ECM with regards to this process.
The Glow Plug light on the cluster goes out after a few seconds but in actual fact the plugs are still being activated after the light has gone out.
As stated...putting +12 volts onto a 5V or 7V plug directly will burn it out!
I have seen some posts from Austrian CRD owners who are not happy with the 5V/7V system and have retrofitted the 11 volt system on their Jeeps using 11 volt plugs...usually from NGK!