The best way to test them is to power them up and see how well they glow and how long it takes for each plug to glow. This needs to be done on a work bench with an appropriate power source... note that they get really hot, so don't burn yourself.
Weak plugs take a long time to glow, or do not glow brightly. Also, they may not glow towards the tip, but more towards the middle and are dull red instead of bright orange.
Glow plugs are over the counter parts here in BC, and are between $12 and $22 each. Replace all your plugs at the same time with the same brand, and voltage.
A test for continuity is not always a reliable test. A resistance (Ohm) test is not all that useful either... Lots of old tired plugs pass continuity and resistance value tests, but don't glow very well.