It is possible to burn out a glow plug. If you're using a power panel, you might be getting it too hot. I'd recommend a single cell glow driver. Also, if this engine is brand new, it may be running too lean and burning out the plug. Make sure you have it set rich enough--very rich for the break in period. You also may have a bad power panel. Mine has gone bad, and I can no longer use the glow clip from it!