Definitely normal, did it on my 2001 Courier and 2004 Bounty.
You only need to replace one at a time as they blow, just take the conducting bar thingy off that connects them all, get a test light and hook it up to the positive terminal and then each glow plug terminal, the one that doesn't light the test light up is the stuffed one. Replacing them all is just throwing money away, no matter what theory the shop tells you.
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