The stock VW Diesel piston rings have hard chrome plate facings where they wear. This chrome needs to wear into the cross-hatch pattern in the cylinder walls you added when you deglazed the walls.
So... keep driving her. Don't give up on the break in until you've logged at least 10k. Hopefully your mileage will come up, blowby and oil consumption will go down. Stay far, far away from synthetic oil during break in!
You said oil or blow-by gas pressure was coming out of the dipstick tube... are you sure your crankcase vent system isn't just plugged up? I know a retired VW engine builder who cut the blowby baffles inside the valve covers open, cleaned them out thoroughly, and welded them back up. Old varnished oil residue here could easily clog the crankcase vent system up here and cause pressure build-up inside your crankcase (and behind the dipstick.) If you removed your valve cover, you could test to see how restrictive the blowby vent is by blowing air into it.
Other things that you could consider doing next re-ring to help quicken ring seating (but granted, probably too late this time around)...
* You made sure the piston rings were installed in proper orientation? (2nd compression ring has a "top" and a "bottom". Also, staggering the gaps is recommended.)
* You used a suitable deglazing tool I assume, such as a dingleberry hone, and got the proper angle on the cross hatch? The grit needs to be right too.
* Were there any damaged areas in the cylinder walls noted? (IE: any gouges in the bores, etc)
* Did you clean the carbon out of the piston ring lands? New rings could be thicker than used ones, and you want them able to move around in the rings lands freely to be able to conform to the bores. You should be able to push any properly fitting ring back behind the "face" of the piston.
* Did you check your piston-ring land clearance with new rings installed? Bentley gives specs, and it's easy for shade tree mechanic to do (just need a feeler gauge set.) Too much clearance can supposedly let gas blow around the rings.
* I have heard some engine builders prefer to use super thin/light oils (such as WD-40) on the rings/bores during assembly instead of motor oil. I've even heard of some mildly abraisive material being applied to the rings and bores during assembly (I may be off here, but have heard of some using boraxo, and/or some honing compound comes to mind.) The theory is it helps the rings wear in qucikly, and breaks down quickly, and gets flushed out when you change the break in oil out a few times.
* I know of some engine builders with a preference for nondetergent oil for break-in, which is also very light.
* The most recent widely recommended ring break in procedure is to let the engine warm up, then drive it hard - load it up a lot, and vary the RPMs to get the rings broken in. The gas pressure in the cylinders press the rings harder into the cylinder walls. Some believe that if an engine isn't properly broken in very early on, it will never properly and completely break in.
Another train of though (which seems to be more outdated) is to "baby" the engine to get a more gradual break in and to reduce the risk of gauling or seizing.