Hi Guys,
I know a little bit about this 6-speed mated to a diesel idea. Almost a year ago I imported a PD-150 engine and 6-speed tranny from England. It was a big PITA! It is possible to import just the transmission, and will be a lot easier than doing an engine. With the engine, you gotta get past the EPA (even if you don't have emissions inspections in your county/state) when is comes through customs. It's possible, but I would recommend seeking someone who specializes in importing these parts to get a good deal. It cost me almost $1200 for freight, customs fees, customs broker, etc. That didn't include the massive amounts of paper work (Power of attorney, customs forms, contracts, etc.) cost of the engine ($1200), transmission ($1000), specially coated wood crate to get past the USDA($100), instrument cluster, key, ECU ($250), etc. There's also the fact that you'll be wiring money internationally (the shipper won't take PayPal), etc. Like I said, find someone who specializes in it.
As far as the transmission goes, like was said previously, any 4-cylinder O2M should work. The VR6 bellhousing is different, so don't even bother. (It is possible to swap the bellhousing, but it's something like $700 from the dealer.) The TDI-spec O2M does have different ratios than the 1.8, VR6, etc., so that's the one you want. If you need these ratios, let me know, and I'll go try to find them.
As far as installing the tranmission, you'll need custom mounts if you're installing it in a MK1, MK2 or MK3. There's a guy on VWVortex who might make and sell some. You'll also need to have a hydraulic clutch, or buy a conversion kit to adapt your cable-clutch car to this transmission. The axles for it are bigger, so that'll require some custom work. It's also a cable shift transmission, so get ready to put holes through your firewall for that.
I know installing the 6-speed can be done, but it's a lot of work. If you could get the transmission cheaply, and were good with a welder, and custom fabricating, it might be worth it. I don't think there's any way to justify it from a fuel savings standpoint.