Although I have a love a TDI driving an NA diesel is also a fun challenge in itself. Rob's NA 1.9 Polo is a case in point. Its the need to balance throttle against what the engine can take to get the best out of it.
The best explanation was in the old Diesel Car Magazine, before it was turned into the naff magazine it is now. The theory at the time was that if you floored it you just pumped loads of extra fuel into the cylinders, a lot of which couldn't be burned efficiently so you actually got no more power but used a load more fuel. Think of it like smothering a lounge fire with too much coal, the air flow to the burning bits is not enough to be efficient.
To get the best, the theory ran, you had to balance what the engine could take with your foot. It worked with my old 205 XLD (1.8 IDI rotary pump, small hatchback) amd made it into the most relaxing car I have driven - soft ride, sharp handling, smooth engine and total lack of go - so why bother