IMO, wing windows suck to install as it is so easy to break the pivot pin. In the past, I have had some luck using WD40 to lubricate the rubber gasket. Helps it to slide into the frame. Again IMO, install the new glass with a new gasket.
replace it with a non-opening assembly any one from 86-96 will work, do the driver side too.
that vent window is the #1 easiest place to break into an XJ, it only takes a thin screw driver to go through the rubber and pry the latch up. Also, as O-G stated, if you give it a good shove in the right place you can snap the pivot pin without even breaking the glass.
I can't give you any advice on replacing the glass only, but it's very easy to replace the whole assembly, there is a torx screw at the top of the door frame and two or three more holding the lower leg of the assembly to the door. with the window down you just take the screws out and the whole thing pivots over and comes right out the window opening. I'd guess that's a lot quicker than replacing the glass itself, I 've done a few of them and have it down to about a 10 minute job now.
you can use a thin rope like a curtian string. Put the string inside the groove in the rubber were the glass goes. Leave enough string overlapping so you can pull it out at the top. Lube the rubber so the string will pull out easy. Stick the top corner of the glass up into the rubber and push against the glass while pulling the string towards you. The string will pull the rubber over the glass. Work your way around until the glass seats into the rubber. It will be hard if it is too cold but it should work. I have done this when it was cold but not as cold as it is now. Good luck.