It's possible, but unlikely to get a DOA glow plug. What voltage do you get out of the ignitor? Was it charged enough? I just replaced the NiCad in my old one (800ma) with a 3600 ma NiMh. Took a good 12+ hrs for the NiCad to charge using the included wall wart charger. The new would take at least 2 full days, if not longer, if ever. Since NiMh is much more forgiving for fast charging, I now use the multi-charger I use for my electric planes. Does the trick in 1 hr, even if it may be hard on the battery. Given my usage, I expect it to not need a recharge for the rest of the summer.
Just testing, you can use any old dry cell (AA, C, D) and hunks of wire to the glow plug. Being a bit higher in voltage (1.5) you should see a nice glow. Plugs are made for that voltage, most people went with NiCad or NiMh for the rechargeability, and the lower voltage still worked. So will be no harm to the plug.
Dyeing when the ignitor removed is a classic sign of a bad plug, although being way overly rich can sometimes mimic that.