There are three things to look for:
1) Check your return hoses, the little rubber ones between the injectors for cracks and splits - this allows air back into the mech inj pump when the engine is shut off.
2) The lid of the mech injection pump has a seal running between it and the pump body - this blows frequently and allows air into the pump while the car's running.
3) There's an absoloute bitch of an o-ring in the fuel tank that causes air to get in and the car to start badly...
You have to go fishing in the diesel tank to get at this, but it's only about a 20p part from the dealer and worth every penny! If you need any more help with this just shout.
Also... dont let TDs's fall below 1/4 fuel mark in the tank - they have trouble re-starting unless the in-tank pump is 100% functional.