Check the condition of the injector spill pipes. The common fault with this system is its ability to draw air in after you switch off. The vaccum present in the fuel line when you stop the engine will pull in air from cracked pipes.
Follow the rubber pipe which is attached to the fuel pump inlet pipe. It goes up to a plastic 'T' piece where all the rubber pipes from the injector return pipes meet. (you need the plastic cover removed from the front of the engine.- 2 torx bolts) Even if they look OK change them all. This is very common on this engine. I have a 99 DTI with 130,000 miles on it and I have changed these pipes twice.
Alan
March 2009