I would of said that if it is definatly engine oil and not diesel on the plugs that it most probably valve stem seals. If theres a nice puff of blue smoke from the exhaust when you start after its been left overnight then again that would point to the valve stem seals. The only problem (i say problem,

) with the tdi is that it will start when its stone cold without glowplugs (unless is below 0 of course). As above pull them out and test them manually.