Ok, I replaced all of them. Let's see if that fixes the issue.
That #4 glow plug isn't easy to replace. I was able to get a small ratchet jammed between the steering shaft and glow plug and naturally it was the tightest of all of them. Using a box end wrench over the handle of my ratchet i was able to use the box end as a lever and provided enough torque to break the glow plug free.
Took me about 90 minutes to do 4 on the drivers side and about 15 total to do the passenger side including removing the wheel well.
2006 Chevrolet 2500HD 4X4 CCSB 6.6 Duramax LBZ