No different (ok, only slightly different) to changing spark plugs. I've never had a torque wrench in my tool kit. Akin to the above, I've always done hand tight with the wrench with my hand as close to the centre of the socket wrench as possible, then an additional 'nip' turn. Always worked for me. Do it on a cold engine though.
My old (well used prior to my ownership) Peugeot 306, great motor, had an issue where when I come to change the glow plugs for the first time, one glow plug would turn anticlockwise ad nauseam but wouldn't unscrew/become removeable. No idea what was wrong. Compression wasn't effected and the plug never launched itself through the bonnet. Got rid when the Mrs was heavily pregnant during winter when the car became a bugger to get started in colder temperatures.