All I would say is go and do some proper research BEFORE you pour veg oil in.....
the 200/300 Tdi engines are Direct Injection.
which means especially when cold, the veg oil can easily reach the cylinder sides and cause ring gumming.
its also MUCH easier for the veg oil to get into the sump.
either problems are not good for the engine....
Indirect injection diesels however, use a prechamber which is connected to the cylinder by a small connecting tube.
because of how much further the fuel has to travel from the injector to the cylinder wall sides, its VERY unlikely you will get ring gumming.
which is why IDI diesels are much more suited to running veg oil....
I am not trying to put you off, by any means....and at the end of the day, its up to you...its your engine.
But please do some more research first.
I know a lot of people do run DI diesels on veg happily....but similarly there are quite a few people who have blown engines up running it.
The only way I personally would consider running a DI diesel on SVO/WVO is using a secondary tank and a heat exchanger.
when the SVO/WVO is nice and hot, then switch to it.
and remember to purge the system before you switch off...
but there is still a small risk of oil contamination and ring gumming.
then arises the problem, of whether you do long enough journeys to heat the oil sufficiently.
as for how the setup is done, the most popular method for a twin tank is as follows:
\/----------------------------------------------------------------------------------------------------------------\/
diesel tank --> diesel filter --> selector tap --> lift pump --> injection pump --> return line --> return selector tap
SVO tank --> SVO heated filter --^
/\----------------------------------------------------------------------------------------------------------------\/
I hope that makes sense
good luck
EDIT:
I have already done lots of research into running SVO/WVO either in mixes or straight heated....
personally in a DI diesel, I would be tempted to look at making homemade biodiesel.
a DI is fine running on 100% bio, and it doesnt need to be heated