Ejecting glow plugs happens when the plug's just not tight enough, or the threads are defective/damaged to the point that they won't let the plug stay tight. The only solution is a new cylinder head or possibly rework with the installation of a heli-coil insert.

Even if the threads look good, they may still be deformed enough to not allow the plug to stay tight. The threads in the glow plug hole can become damaged from over-tightening the plug, cross-threading the plug, overheating of the engine, dirt getting in when the plug's installed, and so on. The same things that can damage threads in any type of bolt/nut installation.