At last, the solution.
Ok so I worked it out that the glowplugs only get power when you crank the engine. I also found why it wouldn't start for me.
When the tandem pump had to be bled, priming the pump by turning the key in the ignition will only get rid of some of the air in the system. I changed the diesel filter and used that method until I reached the stage where there were no more bubbles coming out of the exit of the filter before connecting the pipe and re-primed the system several times.
The only way to bleed the system properly it to have the pump running constantly, and if the car won't start for you, you'll have to used the VCDS. For those that need to know, with the ignition on but the engine off (obviously, or you wouldn't have this problem) go to "Select", "Engine", "Basic Settings" and go to channel 35 and press "Go". This then primes the system for about 20 - 30 seconds, do this a few times until you can no longer hear the fuel traveling in the system. 4 to 5 goes had me sorted. And started with a few cranks of the starter.
Now just to put the nose on the back of the car, run in the cam, adjust the timing, and do an oil and filter change and hopefully I wont have hassle of this level for the next 210,000 miles.
Thanks chittychittybangbang for all your help throughout.