Building upon previous reports of dynamical heterogeneity in supercooled glycerol probed with single dye molecules, we have investigated the rotational diffusion in glycerol of much larger objects, single gold nanorods. Because of their size and larger hydrodynamic volume, nanorods probe very different length and time scales than dyes. They are best suited for studies around the cross-over temperature of supercooled glycerol. Our results show that heterogeneity appears at temperatures lower than 225 K, even on the length scale of 30 nm, the averaged size of the nanorods. Moreover, the persistence of heterogeneity on the measurement time scale proves that the exchange times are much longer than the rotation time of the rods.