Cool plug downunder.
That KLG glow plug looks like a two piece unit like the Arden plugs. One could unscrew the center part with the coil and replace it.
Did KLG offer a replacement core for their glow plugs?
There is a old thread about them here too
http://www.rcgroups.com/forums/showthread.php?t=340592
A pic of some glow plugs from the OP in that thread.