VW TDI EGR cooler. The EGR cooler is a cooling device that circulates exhaust gas through a chamber which is cooled by running engine coolant through it. They can become plugged making them inoperable, or they can develop leaks between the air and liquid sides of the cooler also causing it to not function. In either case replacing the cooler solves the problem.
When you replace the VW TDI EGR cooler inspect your EGR valve and the pipe that connects to the cooler. The EGR valve on these engines is notorious for carbon build up, replacing it the best option to fix it.