I would say check here:
Alternative Diesel Fuels (Biodiesel, WVO, SVO, BTL, GTL etc) - TDIClub Forums. Especially check out
A Guide To Almost Properly Using WVO - TDIClub Forums, which talks about a positive WVO experience on a later TDI engine as well as having a link to a negative experience. Bottom line seems to be that to use WVO on the more recent engines (ALH and PD for instance) you have to be particularly careful about cleaning the oil. Sounds like you are (and plan to be for the TDI) but I wouldn't say that is the norm for everyone.
I've been using (nearly) straight (B99) or blended (B20) biodiesel for the past ~50,000 miles without any problems on my ALH engine; others on the TDI forum with the same engine have reported several 100K miles with positive results. Later engines are a bit more sensitive to the bio (due to lubricity and DPF issues IIRC). WVO is a mix of positive and negative results.