You've probably already figured out kerosene is fine as a fuel additive. I add a bit of paraffin wax to every tank for viscosity and cetane enhancement, but that's not a good idea for you in the winter. The paraffin makes ULSD more like 1981 pump diesel, which is what my car was designed to use. These engines will run on just about anything. Within a month of getting my 1.6 N/A I ran out of fuel on a busy road (not smart, but I was successful in my attempt to see how many miles I go on a single tank). While I was waiting for my buddy to pick me up I remembered I had a bottle of Diesel Kleen in the trunk. I poured the remainder of the bottle into the tank, started her up, and drove to the nearest parking lot. I once added a full 1 lb of paraffin wax to my 10 gallon tank to no ill effect, and actually saw modest gains in performance and efficiency.
There are a lot of different opinions on fuel additives in the VW diesel community. Search the forums and read what others are doing and start experimenting.
Have fun!