I have a TDI and sometimes wonder if i should do it... Not because i like the sound of it so much... for the same reason i play the birdy song full blast through town... hmm.. its good to be diffrent.
It can be done but as said before it needs electronics to control the vac line. Some (better ones) Use a control module that picks up a signal from the ECU to know when to upen the vac line, others use a switch on the throttle cable. If you get a MK3 TDI specific kit it will have the control module. They never sound the same though but with the ECU line the valve opens and closes better so sounds a little nicer, raising boost can make it sound better, TDI's run high boost compared to a petrol anyway, they just lack the throttle plate, Now if you can manage to fit on of them in... could see some interesting results (and noises)