Glow Plug Circuit Problem?

I had a little trouble with starting the car in the mornings. I would only wait until the light would go out and then try starting. It would run rough, stutter and then stall. I would then turn the key to glow 3 to 4 times before starting. I thought I had some bad glow plugs but after pulling them and bench testing them, I found that they were all good. So I reinstalled them and hooked up a test light an found that they "glowed" quite a bit longer after the light in the dash went out. There would be a loud click when the test light went off. I now wait until I hear the loud click to start and the car starts up and runs great. I used to work on these cars way back (1982 to 1984) when they were fairly new (usually only maintenance items) but I never came across this problem before and this is the first Benz that I have personally owned.
Is there something wrong with the circuit?