Rover 25 d ('96) trouble starting/stopping

Having always been an instant starter I assumed it would be glow plugs. What is the best way to test them? Three new plugs later (there are only 3) the problem persists. Often the engine will continue to run after removing the key. I cured this same thing a few years ago by cleaning the fuel solenoid - I think, is that directly under the wire where it connects to the pump? Could the two problems be caused by a sticky solenoid plunger?

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