How many miles on the car ?
Sounds like you did the head and valves R&R, then took it to a shop after it didn't run well ?
Glow plugs aren't needed above 45F or so, not sure on your local weather.
Unfortunately it sounds the like shop you are using doesn't know TDIs.. Obviously if the car runs the same afterwards, its doubtful you needed injectors or a IP.
Checking the cam and static injection timing would be my first step. Next step I might check the compression. Then I might look at the injector balance. I might also check the intake path, snow screen, clogged intake etc.. A clogged fuel filter might also cause that kind of symptom.
Are they any codes, check engine light on ?
Does it smoke above 2K rpm ?