Have you blead the injectors through? I don't know if its relevent to the TDi, I've never worked on one but.... every deisel I've had has needed the injectors blead when its been re-fitted.
Loosen off (don't unscrew completely, just loosen) the last injector in the run and then turn over the engine untill you have deisel coming throughit. Tighten it up. Do the same with the one next to it and then the next enand then the last one. Now turn the engine over. If it was an airlock in the system, it will start.
Good luck!