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Yes you could just purchase a small warning light and wire it on the glow plug side of the switch.
But what you really want to know is, if the power is getting to the glow plugs (not just on the other side of the switch).
There is a another wire in the connector ( White with a Blue trace) that powers up when the glow plugs have power (this will show you that the glow plug relay and fusible link are working).
Now if you want to use the original warning light in the dash, this light switches earth, so we would need to use a relay.
It's easy enough, you will just need to get a relay.