If the car has run before without issue its possible you need a new glow plug even though you can see it glow and heat when the igniter is applied in your hands. The platinum coated plug wire wears during use because of the catilitic action caused by the methanol in your fuel. Once the plug is wore out you may be able to start the engine or hear it kick over with the igniter connected but it will usually die quickly.

And as said before, you wont be able to feel the heat of the plug once its installed in your engine.