The glow plug relay has 2 sets of plugs on it, the one with 6 fat wires feeds the power to the plugs the other one is what turns on the relay. The cover on top of the plugs should pop off then pull off the small plug and look very closely at the connectors, the brown wire on mine had white corrosion in it and was making an intermitent connection that gave me the same hard start problems you are having. It was realy hard to see the corrosion but once i scraped it off it has been working great.

You can check to see if the relay is working buy turning on the key and pulling off the small connector then reconnect it and you will hear a loud click.

The relay is much easier to work on if you remove the 2 10mm nuts and take it off the wheelwell, it does not need to be bolted down to work.

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82 Rabbit diesel (first d), 84 Jetta turbo d (300k when sold), 83 240d (305k when sold), 84 F250 6.9d w/Banks turbo(parts truck), 86 F250 6 cyl.gasser(waiting for 6.9d), 84 300d ( 347k Sold 8/04), Y2k New Bettle TDI (185k miles), 95 740IL (wifes), 87 300TD (206k Sold 7/05), 05 Passat TDI Wagon