Idle can be caused by any number of things on these cars. The regmine for fixing this is faily painless if time consuming. You mentioned earlier you had a slight miss as well. Here is what i would do personally.
Check all your wires and plug connectors.
check your fuel lines for dirt and replace your fuel filter, if necessary replace the injectors.
check your engine for air leaks and vacuum leaks
Replace all your rubber if it is brittle (cheap and easy to do)
Pull your plugs and make sure they all look good and correct, plugs can tell you alot about your engine and if it is firing okay.
Check your idle control valve and clean it up.
check your duty cycle and the eha there is an excellent diy article written by steve on this follow it, it works!
Do you have a hesitation out of curiosity when you accelerate from idle. If so check your idle potentiometer.
I don't want to be an ass but do a search on rough idle there is a huge amount on it in here especially for your car. I was in the same you where in and this forum has been great.
2005 320 CDI
2006.5 VW Jetta TDI
1991 560SEL (179000 Sold)
1972 280SEL 4.5 ('The Lead Sled' 320000 miles when sold.)
1972 220D (225000 when sold)