Until you're certain otherwise, it's safe and cheap to assume it's dirty injectors like Larry stated.

Get some STP diesel injector cleaner (the blue bottle, not the red one, that's for gasoline), available at almost any chain parts shop. Pour it in at next fill-up, and see what happens. Run it hard for that tank to blow out any carbon & soot buildup from the valves & pistons.

Better yet, get some Diesel Purge (probably available from FastLane or PartsShop) and run it directly into the injection pump, following its instructions. This is heavy-duty stuff! If you have (that is, HAD) dirty or clogged injectors, you'll feel a significant improvement immediately.

Also, have you done a valve adjustment recently? You don't say what model you've got. The W123s and earlier require valve adjustment as routine maintenance. Again, a cheap fix that can be done in an hour by an experienced mechanic or in three hours by a first-time do-it-yourselfer.

- Nathan
'83 240D "Steiner"
'00 New Beetle TDI