When you put the engine back to TDC, was everything lined up? Missing teeth normally means the cam has spun and the engine valves are damaged. I am surprised it would run with a few teeth missing. If it wasn't lined up during removal it means the timing has slipped. All TDI are interference engines.
Some other possibilities: air in the fuel. The pump is self priming but it takes a long time. Try vac at the fuel return or cracking open a fuel injector line nut at the injector, wrap with rag, and crank until it's wet.
You can also put back to TDC and double check marks. If you didn't use lock tools, the injection pump timing could be off. A little off and it'll be out of range for start. Don't mean any insult since you know gas cars but on a diesel, if inj timing is a little off, no start. This is why the factory method specifies a certain method.