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As mentioned before, you can swap it with one from a different cylinder to see if the problem moves with the injector, or stays in the cylinder.
EDIT: Just to clarify, my intention with this comment is only to run the engine the bare minimum amount of time to determine if it is in fact the...
Next thing I would probably try is doing a cylinder compression test. It does require a diesel compression tester, and pulling glow plugs to do, but in theory will tell you if you have a valve issue
as long as you are being consistent with how you are measuring the temps it doesn't matter as much exactly how you do it.
There will be a little difference, but not a huge amount.
Sometimes you can use a laser thermometer to check the exhaust manifold right at each cylinder as it's running/warming up, to see if one or more is cooler than the others. Not sure if that works with these engines or not, as I mostly do it on smaller engines with tubular type exhausts.