When I start the car, I get the usual coil light coming on then going out when the glow plugs are up to temp, the engine starts fine then as soon as its turning over the coil light comes back on and stays on for about 40 seconds to a minute before going out again and then it stays out.

Is this normal or something I should be concerned about?

Much thanks in advance of any help.

 

Not sure about the mercedes but the old original Peugeot 405 (XUD diesel with side chambers) did exactly what you describe. You turned the key and waited 5 seconds for the heater light to go out then cranked. The light remained out but the heater plugs re-powered for about 30 seconds to help the engine have a nice tick over when it was totally cold. The light should probably not come back on so their may be an issue but the heater plugs probably will stay powered. GJS