Glow plug sometimes on when running!

Now the van is starting ok again (2002 2.5 tdi), only thing is when it is cold ....
Turn the key to 1 and the glow plug relay clicks and then goes out after about 15 seconds , (good), when I start the engine the glow plug relay clicks again and I am getting about 14 volts at the glow plugs , I have not waited longer than about 1 minuite as I am afraid that I will damage the engine , Is this right? As I have to use the van for work I have disconnected the relay , when the engine is warm and I replace the relay and restart it the relay does not click which is right. The manual and hand book say that the glow plugs should only be on for a short time and say nothing about when the engine is running

From cold, glow plug light goes out after about 15 sec. Glow plugs should remain energised for about 2 min. As designed.