This is what i do at work when this happens,a lot of this is "feel" so up to you if you want to try!! Measure the thread "valley" if its a m8 thread it will be about 7mm. Use pliers to break the thin tip sticking out of the hole as flush as you can then drill the hole out to the "valley " measurement, only drill deep enough to go past the depth of the thread then use a pick to pick out the leftover thread. Then start the ute and run it until the rest of the glow plug is "spat" out by the compression this could happen at start up or you may have to go for a drive, if you go for a drive take the new plug with you.
Forgot to say don't try to drill the whole depth of the plug or the heating tip will fall in, if you look at your new plug and aim for your drill to finish halfway between the bottom of the thread and the plugs seat you may also want to run a tap down to clean out the thread in the head. There are other options,you could buy a lefthand thread tap and bolt and try that but i an not a fan and if you are thinking of a eziout DON'T use the screw type use the square type if you want to try.
Dont discount just sucking it up and calling a reconditioner to see what they will charge. It may save in the long run as a bad drilling effort will require the head off to the reco anyway.