Since you assume that everyone will only take once glance, there is no reason to use the plural form, so the following is correct:

Ils vont y jeter un coup d’œil.

That said, the plural form of “coup d’œil” is “coups d’œil” (just because you give more glances doesn’t mean you use more eyes), but I don’t see any valid context to use it as illustrated in Gilles’ example in the comments.

Like Joubarc said, there is no need for a plural. Even in this context:

Il faudrait régulièrement jeter un coup d’œil …

or

Il va jeter un coup d’œil régulier à …

Remark: the plural form of œil is yeux.