Does it knock and idle rough all the time or just when it's cold? It could be any number of things, but I'd suspect the injectors first. I have an injector tester at home and it's one of the best investments I ever made. Nowadays, rebuilt injectors are likely to be crap and installing them without testing is asking for trouble. First though, you could try Diesel Purge because that's cheaper and easier. Sometimes, the air filter housing is loose and it makes a knocking sound so you want to eliminate that variable as well.

__________________
2004 VW Jetta TDI (manual)

Past MB's: '96 E300D, '83 240D, '82 300D, '87 300D, '87 420SEL