Glow plug acting up?

I have a 1987 300TD wagon with 233K miles. Had the glow plugs replaced at a local foreign car place after they stopped working last winter (is it hard to do on your own?). Recently, the glow plug light on the dash has been coming on sporadically while driving. Most often while accelerating from a stop, but other times as well. If at night, you can see the headlights dim slightly when this occurs, so it is obviously pulling current or something. Is this a big problem or dangerous? Could it simply be a faulty connection?

Thanks for any help! Regards