I've gone and sheared a glow plug leaving the whole thing still in place but unable to unscrew it. It doesn't heat anymore although the car will still start if its not too freezing.

Called one garage who didn't want to get involved as they said they'd have to remove the diesel pump and it would be too much work. Has this happened to anyone eles and if so did you get it sorted?

What is the engine?

Sounds like you might need to take the head off :(

Some pictures might help people on here familiar with your engine.

What sort of garage says that?! I would try another one. Is there anything else you can use to grip onto the old glow plug to remove it? Usually with broken bolts etc you can use a mole wrench to remove them.

If there's enough of the glowplug left, it might be worth welding a nut to it and trying to unscrew it. If it's Number 1 or 2 plug it'll probably mean removing the diesel pump. Quite a bit of work, but any decent garage could do that with no problem.