The first thing to do is to check the oil. Do this weekly on a flat surface when the engine is cold. Once you have some data, you'll be able to see how much oil is being used (you may need to check with your local Volkswagen specialist to find out what is deemed 'acceptable' in terms of oil use). If you're happy that there isn't an oil leak, then try using a diesel injector cleaner and/or some tanks of premium grade diesel. Failing that, it might be worth inspecting the exhaust gas recirculation valve.