It could be due to ICING from water/condensation in the fuel and not actually gelling. Icing due to water/condensation can get you in trouble long before gelling will and the symptoms of each are similar.
The fuel in your region is supposedly winterized for the bitter cold temps. If the fuel is in fact already winterized, -0.4F is cold enough for icing but too warm for gelling. Non-winterized fuel can still gell at -0.4F though.
What version fuel pickup sender do you have in the tank? IIRC, any revision prior to "H" is suspect due to a restrictive check valve that becomes the first victim of icing and eventually plugs up and stops fuel flow. One telltale sign is to check the clear fuel line between the fuel filter and injector pump. If it is empty and dry as a bone, it may be due to the check valve plugging up.
To check fuel sender version:
1.) Pull up the passenger side rear seat cushion.
2.) Remove the 3 large screws holding a large round metal plate to the car body.
3.) Remove the large round metal plate and look at the fuel sender assembly on top of the fuel tank. Look at the part number and look for the letter on the end of the part number. The letter denotes the revision level of the assembly.
If you have one of the earlier suspect pickup senders, consider replacing it with a new one or modify the existing sender by drilling out the check valve.
1J0 919 183
H is a known good sender assembly. Any revision level prior to this is suspect. The revision H fuel pickup sender is in 2002 and later TDIs but I don't know when it was phased into production. Given that your TDI is a 2001 according to your profile, yours might have one of the earlier version fuel pickup senders in the tank.
There are several threads on this topic, the best one being "Cold Weather design flaw, secret recall from VW?"
Thread:
http://forums.tdiclub.com/showthread.php?t=68872
Good luck.