Ian,
Not a great idea to use veg oil, even mixed with pump diesel, in a modern TDI or CDI engine - the viscosity is way too high (even when heated) for the injectors to work properly.
Converting the veg oil into bio-diesel is the right way ahead for those cars - but you need to process the oil and this needs a bit of skill and knowledge (easily obtained) - and you end up with a fuel that is similar in viscosity to diesel, and has great lubricating power - protecting the injectors and high pressure pump more than supermarket diesel
OK to use veg oil with older generation engines - pre-common rail and pre-ultrahigh pressure injection technology era - these were relatively crude devices and the poor spray pattern from the veg oil doesn't hurt the engine performance.
Robert