glow plug light stays on

Hello, I`m Chris from Belgium, so my english will not be perfect, but I will do my best.
I`m new on this forum and hope to find an answer to a strange problem.

I bought my jimny, 1.5 ddis, 2007, 120000 km, a few months ago, and after one day (yes!) it already failed to start.
The dealer found metal particles in the diesel pump, and replaced the pump, the diesel injectors and cleaned the whole fuel system.
So far so good, but a week ago I got problems with cold start , and once driving the glow plug light in the dashboard went on and stayed on.
Back to the dealer, he replaced the glow plugs, everything seemed ok, but after a while the glow plug light went on again.
The strange thing is that every thing seems ok, it freezed last night and the cold start is no problem, I have no loss of power, fuel consumption is normal, so the jimny drives like normal, only while driving the glow plug light stay always on!

So before I go back to the dealer, has anyone encountered this problem, or an idea what could be wrong ?

THX

I've seen a similar thing on a few diesels in the past, It was the EGR valve clogged up.

On a couple of the cars I took the EGR valve off and cleaned it out, ran injector cleaner through the engine and it sorted the problem. On 1 of the cars I had to replace the EGR valve as it was knackered and stopped the car from starting.

Is there a lot of smoke coming out the exhaust?