i almost bought a mint mk2 wolfsburg ed jetta... deal fell through (thousand bucks, everything was mint, but the motor was dead)
as far as i know, all you need to swap in is a bigger battery, and get a diesel wiring harness (to make things easier) and a different downpipe/exhaust.
i think you can do it without swapping the harness, but you will need to wire up the glow plug relay and a light...