The knocking did go away on my car eventually, but it took a few thousand miles. You keep referring to the "sewing machine" sound as if it's bad. Most people including myself refer to it as the smooth, quiet diesel sound that you do want. The opposite of that would be knocking, nailing or marbles-in-a-can sound.

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2004 VW Jetta TDI (manual)

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