It is easily possible to add a remote start system to a MKIV TDI.
I have a Viper 550 ESP Alarm System with Remote Start and it will work with glow plugs, (Built in delay capabilities) You really have to make sure to go to an alarm installer that is familiar with VW's and hopefully TDI's.
I'd suggest only buying a remote start product from DEI as well.... That includes anything from Clifford, to Viper, To Python, Hornet, or at the lowest end - Avital.
IT WILL NOT WARM YOUR CAR UP, Be aware of that. You have to drive a tdi to warm it up.... at idle.... you get nothing.
It'll only help to cool you down in the summer....
Good luck...