What year/model?
What temperature?
What additive?
What battery and low long since replacement (terminals recently cleaned? Water levels recently checked?)
What is your use case - long highway commute, or multiple short trips?
How long since your starter has been either serviced or replaced (they get tired. Amazing the difference in cranking speed when cleaned/brushes replaced (many videos on youtube) or replaced.
Glow plugs are high amperage (50A on BRM). High compression engine takes more to turn over than a gasser (what rpm do you see when cranking?). You also tend to use more heater fan, lights, rear window defrost,and seat warmers in the winter, which all deplete the battery more quickly. Good battery is key. 80AH - CCA don't matter if your glow plugs drop voltage to the point that your old starter just doesn't get the cranking speed high enough. I've had batteries that lasted 5 years, or died within 2.
A good circulating heater - I used FrostHeater (
http://www.frostheater.com/ - I have no commercial interest in the company) for 13 years on my 2006 Jetta TDI - is great and I'd recommend it. My current 2014 Golf Wagon TDI has the factory inline heater and it also works well (standard equipment in Canada - if VW Canada includes them for all up here, I'd respectfully suggest that your multiple people are not correct).