In addition to the 4 primary glow plugs, the cooling system also has 3 Coolant Glow Plugs to help provide extra heat to the cooling system in order to warm-up the vehicle's interior more quickly, and enhance overall engine warm-up time. (Example - Some Mercedes diesel engines use electrical heaters in the cabin because their engine is so thermally efficient.)
Likewise, this auxiliary source of heat from the 3 Coolant Glow Plugs is necessary because of the VW 1.9 TDI engines outstanding efficiency, which wastes very little heat.
The 3 Auxiliary Coolant Glow Plugs are located at the end of the aluminum cylinder head (in a protruding flange) directly below the vacuum (brake booster) pump, which also connects to a coolant hose. 
The 3 Auxiliary Coolant Glow Plugs use two (underhood) relays which are monitored and controlled by the ECU. During a cold start, the vehicle's interior temperature selector switch helps the ECU choose one of three modes depending on the amount of heat required to warm-up the coolant.
For example, Coolant Glow Plug #1 can be selected to operate all by itself, or #2 and #3 can operate together as a two-some, or lastly, all three glow plugs can form a triple source of heat for maximum enhancement of engine warm-up time.
After the engine is completely warmed up and the thermostat is open, the Coolant Glow Plugs normally shut-off and remain off unless the (thermally efficent) engine cools down sufficiently to have the computer signal them to come back on to keep the engine and cabin air warm. Extensive idling times at stop lights or in the driveway are scenarios where these glow plugs are most likely to recycle on and off.
In conclusion, the period of Preglow and Afterglow is determined by the engine's coolant temperature (during a cold or hot start), which helps the ECU select a predetermined time-cycle for the combustion chamber and / or Auxiliary Coolant Glow Plugs to follow.
Finally, one myth that needs to be immediately debunked, is the belief that the TDI's advanced Glow Plug System is linked to the opening of the driver's side door, which is false! It is also noteworthy to mention that some earlier VW diesel glow plug systems were operated in this manner, but not so with the advanced VW Jetta 1.9 TDI engine.
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