I have done this job myself on my 2002 jetta TDI automatic. The cost came as follows: 4 Bosch glow plugs thru ebay $52, harness about same. If you were near me, I could have done for $50 for labor (my cost for tea, lunch, cleaning, rags, etc.) if you provide the glow plugs and harness and left the car for two days. But to be honest, replacing the harness is an easy work so I would encourage you to do yourself if you have time. Remove the battery and battery plate, remove air box, open the harness plastic cover. Starting from the glow plug side, carefully unwind the plastic insulation (tape). Use heat gun to "slightly melt" the insulation glue and unwrap it over a pencil. Once you reach the harness connection on the firewall, remove the old one and replace with the new one. Have harness wires (four) follow the curvatures of the other wires in the bundle. After that reuse the insulation that you unwound. The work is time consuming though but worth doing rather that cutting here and there that should not take more that 20 minutes but will not look good or professional. I was getting the check engine lite with the code for faulty glow plug. Only after replacing both my problem got solved.
One think to need in mind: Not to ruin the threads of glow plugs. Also be carful to remove the glow plugs if they have never been removed before. So use WD-40 so that it seems inside. Use right size socket and keep its axis in line with the axis of glow plug. Once the glow plugs are out, replace by hand tightining till it reaches the bottom of threads. That tighted it a little more.