The ALH Engine glow plug system has three modes, Pre Glow, Start and Post Glow.
Pre Glow heats the Air in the Cylinders to aid in engine starting
Start Mode, Glow Plug are on during the start cycle
After Glow, The Engine Glow Plugs are used for Emission and To maintain combustion in cold weather.
Manual transmission Cars have an aux heating system installed to aid in bringing the engine up to normal operating temps, Which uses three glow plugs to heat radator Coolant up to temp. Cold Cabin in the morning, Replace these three Glow Plugs.
Controled by a Glow Plug Relay and ECM in some cases.
That is system operation in a nut shell. The Glow Plugs only last four years in cold climates, and are easily damaged from any fuel drips from leaky injectors (Hot spots/burns= No Good Bad Plug). If you have already change your glow plugs, and still have the starting issue your problem maybe a result of a failing Bridge. The Glow plugs may glow, but may not being enough amps to plug for a good start. The Bridge wiring breaks down over time and causes starting problems. Failing Bridges aren't really notice under you get cold weather. A muli meter wont tell you if the bridge is good or bad, a Megger is needed. In my maintenance Program, I replace the Glow Plug Bridge and Glow Plugs Together as a matched set.
The GLow Plug Relay Rarely fails because it was remove from the eng area to under the dash. Replace only if the Glow Plugs and Bridge Replacement does not work. I also keep a spare bridge and Glows Plugs in the spare parts kit that is locate in the trunk.
01 TDI Golf Fleet Operator, 209K Miles on Primary Golf, Avg. 20k miles a year with In house Maintenance.