Are you sure it's not a combustion knock? Especially if you have one bad glow plug, you'd get a lot of knocking after a cold start. Never assume your glow plugs are fine just because they're new. The only way to tell is to do a cold/hot resistance test.

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2004 VW Jetta TDI (manual)

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