That's what I'm thinking, though directly-injected diesels are much less prone to pinging/knocking than the older indirect ones. I filled up my E300 last week at one of the usual places and immediately noticed pinging & knocking, especially with the engine cold. I suspect it has to do with winter diesel fuel which is diluted with kerosene for better flow which also lowers the cetane index. Prior to this I had California diesel in the tank and the car ran super-smooth on it so it must have been much higher in cetane. I'm gonna add an extra dosage of my cetane booster and top off the tank again. I'd recommend the same to the OP's friend. There are several cetane boosters on the market. My favorite one is DieselPower.

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2004 VW Jetta TDI (manual)

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