If you want to avoid serious problems in your engine, you need to heat the veg oil. But even with heating, injector coking & combustion chamber deposits can build up. It's better for your car to use biodiesel instead (very different from veg oil) but it takes some chemistry if you want to make it on your own.

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2004 VW Jetta TDI (manual)

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