If you are experiencing a constant glow plug light, difficult starts regardless of ambient temperature, and have tried replacing glow plugs and the glow plug harness, the glow plug relay may be the cause of the problems.
This Dealer supplied OEM part is for the 2002+ models with the 4-Pin glow plug harness, including the 2004+ models with the BEW engine code (PD injectors) and BHW B5.5 Passat. This relay is located in the windshield wiper cowl, near the ECU.
Take a look at this TDIClub Thread for more information on symptoms of a failed relay.