This is a dud glow plug. Its been in place for 200,000 miles and I have just got back on the glow plug removal horse, after a traumatic incident summarised in this thread....
Glow Plugs Annihilate 2.0HDi Xsara Picasso
I had my trusty fairy liquid bottle filled with a mixture of ATF and Diesel, and adopted the "screw it in screw it out repeat" technique and tried to persuade as much lube as possible down the "hole" before using the "up down, up down, spin right spin left" repeat and out it came, intact, and remarkably clean as a whistle.
One success, still three more to go.

- nfownwork
Regards Neil