Most of the time folks attribute it to the start box going bad. There are plans on this site to rebuild the smart box to a 'dumb' box, with a push button to send power to the (new) glow plugs. Many like this. It's not too hard to DIY if you've some soldering experience, or can find a friend to do it, or you can just buy the CamoTek box (he's on this site). If your Wait light is not blinking or otherwise appears fine, it could just be bad glow plugs.
It is very common for the one's glow plugs to be inferior, unless you are absolutely sure where they came from. A lot of counterfeit glow plugs are sold, especially when searching for inexpensive ones (and especially eBay or Amazon). If you suspect you may have cheap glow plugs, the "fix" could be as simple as sourcing new ones from a reputable source like Kascar, Hummerpartsguy, or similar. Be advised not all eBay sellers, even those with military themes, are selling high quality glow plugs (not by choice, necessarily). Try working with a seller that has reliable primary parts suppliers. It's worth it in the end.
If you do not have one, it is also a good idea to get a swollen glow plug removal tool, various sellers have them, and they are all the same basic function. If even one plug is swollen, the tool will pay for itself in emotional and physical savings! I think someone on this site even showed how to hack one from a large bolt and nut. I found it easier to just buy one.
Best of luck,
Bulldogger