before attempting to undo the glow plugs always ensure the engine is brought upto operating temperature - in 99% of cases the glowplugs will come out when the engine is nice & hot.
If not then soak with some good quality penetrating fluid & leave overnight. Then once again bring upto operating temperature before trying to undo again.
At this point you do not have much alternative than to just go for it & try to undo the plug - if it does break then it will need to be drilled out.
Mercedes have a special tool kit for drilling & removing broken glow plugs due to seizure in situ - so it may be worth taking the car to a Mercedes dealer or specialist with access to this kit before you get to this point!
Best regards, Paul