To my knowledge "vorglühen" finds its origin in the tourist culture in German speaking areas of the Alps. It is the result of cross breading a German drink with a Scandinavian habit. The drink is called "Glühwein", which is a very common alcoholic beverage served hot. Being also somewhat of a street food drink, it is often the first available drink after skiing. As a typical touristic expression "vorglühen" mixes its source with a common habit in Scandinavian countries, presenting dominant cultures in Alpine tourism. Alcoholic beverages in these countries are comparatively expensive, particularly in bars an clubs. Over time this has forced primarily young people to resort to drinking themselves into sometimes quite somewhat of a rush, before visiting catering establishments in which these drinks are easily five to ten times more expensive.
As this habit does not go unnoticed by its surroundings, it acquired reputation in German speaking countries by the name of "vorglühen". It is not a typical German habit and is generally frowned upon by Germans. The prices of alcoholic beverages in German catering being quite inviting, the Germans simply fail to see the point.
The connection to the process of "vorglühen" as in preheating a Diesel engine, which is literally called "vorglühen" is a seemingly more obvious, nevertheless entirely speculative example of having heard the bell ring, but not knowing where the hammer is hanging.
The expression is also used for more moderate forms of getting warmed up with alcohol.