Step 1: put lots of WD40 or any other solvent few days before
Step 2: try to remove them with engine warm
Step 3 take it easy, don`t apply to much pressure in one twist, just do it in little steps (it took me few hours in 2 days to remove all 4)
Step 4: if you managed to unscrew and is still stuck, just apply lots of WD40 and keep turning with engine idling, insist until it will get loose. With idling rpm will not do any damage. Internal pressure combined with twisting will brake the carbon builds and release the glow plug.
Step 5: for new glow plugs I used high temp ceramic paste. Is a good idea to clean the holes and tapper if you have access.
Hope this advices help you.