Sounds like it might be time for new fuel lines and O rings if you havent done it in awhile. I have the same problem with a lot of short trips, it sometimes has to crank a little longer. I have had all the fuel lines replaced but I think there must have been an O ring somewhere that was missed and causing the air in the lines.

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Dennis
2006 E320 CDI Black/Black Leather. Nav, HTD Seats HK stereo 32000 miles.
2000 VW Passat 1.8t 300,000 miles as of Dec 09, 2009 original owner
1997 E300d Silver 300,000 miles As of Jan 05, 2010
3rd owner SOLD