On the 1.9TD the glow plugs come on prior to starting on for an interval based on engine temperature, same as previous diesels. After the engine has started they come on again and do not shut off for 3 minutes or until the engine temp reaches about 70ºC, this feature is unique to the 1.9.
I would suspect a problem if they never shut off. The blinking glow plug light might indicate a problem with the glow time control module, which is a double wide box located near the top of the fuse/relay panel. It controls all the glow plug functions including the dash light. The glow plug relay itself only switches the high current to the glow plugs.