You can get a diesel compression gauge set from harbor freight for about $35-40. You should go ahead and put on a new filter if you haven't already. Next test all the glow plugs and make sure they are good. Then a long slow process of bleeding the fuel lines.
Sounds like one or two cylinder were trying to fire but the glow plugs are probably dead. Test them with a simple test probe. Hook the alligator clip up to the 12V+ side of your batteries then touch the probe to the end of the glow plug (with the wire disconnected first). If it lights up the plug is good, no light and it is bad.
Testing the glow plugs is a must. BUT, do a visual first. Do your valve covers leak any? If they have, they may have covered the glow plug connectors with a fine film of oil. Mine were. Cleaned them all off (the front four - two on each side were heavily coated) and it made a huge difference.
Also, you may (or may not) be getting fuel to the fuel injectors. As kennyw says, the next thing is the 'long slow process of bleeding the fuel lines'. It takes two people - one to turn it over while the other person first opens and then closes each fuel injector. It took me about a half hour with the help of a friend who knew what he was doing.
BUT, after doing all that, she started right up. And continued to do so there after.
You could have other problems, but that's a good place to start. I've also found that sometimes the fuel pump is not providing enough pressure and a 12v fuel pump (mine was already on one of my CUCV's) in line in front of the fuel tank can make a huge difference. It gave me a consistent fuel flow that was missing with a worn mechanical fuel pump at the front of the engine (passenger side, down low).
Good luck and keep us informed. Before you go start tearing into larger things, I've got a buddy of mine that might be willing to help and is on the west side of Houston. He's got an M1009 himself. So he knows the CUCV's fairly well.