I replaced those return lines about two weeks ago myself. I found (locally) some viton hose with a cloth braid over it. I don't think it would matter if you were missing the cloth braid -- not like it really insulates much or anything. The fuel will be hot, but is not under much pressure in the return lines.

The fittings to the injectors are just a press-fit -- no clamps or other retainer necessary if you have the right diameter hosing.

Good luck -- it was my first time replacing these lines on my own, and the whole job took about half an hour, including pulling out the rotted old lines and cutting the new lines to fit.

Cheers, John

EDIT: Matt L beat me to the post, and his argument for why the braid is useful makes a certain amount of sense -- first time anyone ever gave me a good reason for it being there, when none of the other tubing in the area has it.

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'98 E300TD (W210) | Sold 6/09 with 205k and counting
'04 VW Touareg V10TDI