Not a case of filling the tank with Veg oil, it needs heating to be combustable, most vehicles i have seen on veg oil use diesel to start the car then switch to a seperate tank and feed system with pre heaters to get the oil upto temp, switch over to vegetable oil when at normal operating temperature, run all day, if you stop during the day for an hour or so you do not need to switch back to diesel because the engine will still be warm, at the end of the day switch back to diesel, run for a few minutes and switch off, this ensures engine can be started next morning on Diesel.
running cold veg oil through will make your golf last about 6 months if your not using the 2 tank method
Taken From Diesel Veg Website :
For Common Rail and VW Unit Injector(CDi and PD) 2 tank system price, fully fitted around £1350.00 inc VAT. Usually takes two days to fit. A DIY kit for most CDi and VW PD is available. Price around £730.00 for cars.