Thank you Colin & Spike. I thought it might be a filter. As a temporary fix I screwed coarse thread short bolt into the hole in the centre of the drain plug, with a large rubber washer under the head.
A further question: if I unscrew the whole filter to replace it, how do I stop diesel fuel running out of the fitting while I make the change?
You'll lose a little fuel, but it's not quite the Posideon Adventure!
Remove the heat shield to access. Be prepared for the screw nuts to turn to dust and break off.
If you're heading under the car please ensure you have axle stands for security. Don't rely on just a trolley jack. Use chocks on the wheels.
The fuel filter is held in place with a bracket, think it's a 10mm hex nut. Undo, then remove the bracket in turn, 13mm. The fuel filter has a number of rubber fuel pipes including return pipes. Using coloured insulation tape, affix tape to the pipes and corresponding sections before disconnecting the quick release mechanism.
At this point you should be able to pull the fuel filter down in a vertical position to release. Have plywood sheets or suitable cover to stop any fuel spill. It's relatively short-lived.
Check the condition of the rubber flexible fuel hoses. Any cracking, then replace.
Fill the new fuel filter with fresh diesel, fit connection and locking pin and offer it back up. You'll be glad of the coloured tape for reference. Run car and check for any drips. You can refit the heat shield, etc.