These 200Tdi glow plugs (
ETC8847) were oily on cylinder 1 and very oily on cylinders 2 and 3. Cylinder 4's glow plug didn't have any oil.
I suspected there was an oil leak into the combustion chamber from the exhaust valve (
ERR1156) due to worn valve stem seals (
ETC8663). This is more likely than oil being blown in from the turbo and inlet valves (
ERR1157), as not all cylinders were as oily.
However, I can't offer the real solution to this situation though as I sold the vehicle before I did anything about these oily glow plugs.