The glow plug relay is a fairly common issue and only causes issues with the 90 and 110TDi's. The later PD equipped engines don't really need glow plugs due to the pre injection cycle and massive injection pressures.
If it helps I could email you the test procedures for the glow plug relay. Also, if you have access to VAGcom it should show any fault with the relay.
I know it sounds daft but start with the simple bits - check all fuses!!
If the glow plugs are not coming on it will take ages to start. The reason it does eventually start is that some of that un-burnt fuel builds up in the cylinder, raising compression and in turn the internal air temp. As the air temp rises it helps the fuel burn.
You've not had a cam belt fitted wrong have you?? It is VERY common for timing belt to be on wrong and the pump timing be out, this can reduce it's ability to start from cold too! Just pop ya cam belt cover off - if there's tip-ex marks on the cam puley it's on wrong!!