A friend of mine is really into this.
He had a nearly new (at the time) beetle TDI, and ran this on vegtable oil no problem. He did say that you do have to mix with normal diesel, more heavily in winter as the vegtable oil is liable to freezing. The down side being the smell, decrease in performance and longer to start.
I can't verify that this is all true, but take his word for it!
I have not been brave enough to try this in the golf!!!