I've experienced this and let me tell you, JUST KEEP IGNORING IT. It starts doesn't it ;)
If you think how much strength it take to snap the glow plug off, even though it's hollow, you stand little chance of removing it with a stuf extractor. There is almost nothing to see of it at the other end either so my guess is it's well stuck. If you start messing with it you could end up needing a new head, as it is just leave well alone.
My sister's had 1 snapped off glow plug and either 1 or 2 more not working, it still started well, 300s mostly do. For those odd occasions where a bit of preheat is needed (my wife's starts better with glow plugs) make sure the other 3 are working.