1. Check your coolant temperature sensor. To do this, unplug the sensor and verify that the glow plugs remain on for the maximum duration, and that the engine starts okay when you do this. The coolant temp sensor on the older cars is located where one of the coolant hoses goes into the cylinder head, it's on the front of the cylinder head towards the driver's side. I don't know where it is on the newer models, but there's a pretty good chance it's in the same place.
2. If that doesn't solve it, check your injection timing. Easiest way is with a VAG-COM, there's a list of people who have a VAG-COM in the maintenance archives.
Another thing to check is that there is no corrosion in the glow plug connector. There is two wires leading to the rubber connector assembly that attaches to the tops of the glow plugs. Each wire supplies current to two glow plugs. If there is a bit of corrosion in the connection to the top of the glowplug, current will be reduced, as will the plug temperature.
The glow plug connector assembly costs about $200 to replace.
Clean any corrosion found with a good quality contact cleaner. If you can find some good conductive grease, put a tiny blob inside the connector before putting it back on the glowplug.