if you get a multimeter on one of the plugs, get someone to turn ignition key on and see how long you get a voltage reading for. Should be around 15 - 20 seconds from cold. If you dont get this, or nothing at all then it'll be the relay (probably!)
Not sure where it is on citroens, but peugeots have them bolted to the wing under the bonnet. Look for a black box with a heavy cable that goes to the glow plugs
******** VAG Tech Advice *********
If it dont run right cold, change the blue temp sender.
If it aint got a spark, check earths, coil connections.
If it idles like ****, clean the ISV and throttle body.
For all other problems, use a hammer