dbear
It's stuck either from a) carbn build-up, or b) overheating. I've experienced both, a) from age and b) from putting 12 volts to them for too long, not realizing I was killing them.
Spray your favorite penetrating oil in the glow-plug hole to help it come out, grap the hex part of the plug with vise-grips, and while turning it back and forth and gently wiggling it, pull outwards on the visegrips. Don't forget to spray a bit of penetrating fluid in while doing this. It will help soften the carbon somewhat.
With enough patience and determination, it should come out w/o too much agony.
The set I cooked were very tough to get out, but they were swelled with too much heat, not just carbon build-up. I was sure I would have to remove the head to get them out, but eventually I wiggled them out without taking the head off.
Good luck with it.