The Fox used the same inline 4 cyl engine configuration as your Rabbit, so the block will bolt right on. If you stripped the Fox's 1.8L gas engine down to just the bare block, and stripped the Rabbit's 1.6L diesel engine down to the bare block, and set them side by side, you could barely tell them apart.
What you will run into problems with is getting the small details of some plumbing and control stuff ironed out. But since the old diesels are so simple, especially the non-turbo ones, you should not have much trouble.
The airbox is on the intake manifold, so you just need an intake tube to a cool inlet area. The Fox's entire exhaust system will bolt right on, but you may want to gut the three way catalyst first. Accelerator cable should not be a huge deal. Plumbing for the cooling system can be made to work with a visit to the 4 cyl diesel Quantum or Audi 4000 parts bin (they had longitudinal mounted engines like the Fox), and the glow system is brutally simple so that should not be a big deal to figure out. You may need to change something on the fuel tank pickup and delete the Fox's CIS filter/pump arrangement underneath the rear.