98 Jetta TDI Keeps Stalling

I have a '98 Jetta TDI with 45K that stalls occasionally. It usually happens within the first 5 minutes of driving with the engine cutting off like it ran out of gas. After it happens you can crank it but it doesn't sound like its catching at all. After a couple minutes it will start up again and run fine. Does not happen all the time, maybe once or twice a week. I've had it to the dealer twice. First time the check light was on and they replaced the Glow Plug relay. Second time the light was not on and they didn't find anything. The check light is not currently on, but it still stalls. Ideas?

check the egr valve for carbon build up causing it to stick open.

That EGR is a common problem, I've also heard about a relay problem that causes stalling. I can't remember which, possibly the ECM power supply, it's commonly called the "relay 109 failure". Try a search of the Diesel sites e.g.

http://tdiclub.com/TDIFAQ/TDiFAQ-8.html#b1a

Relay 109 I Think Is The Glow Plug Relay But Could Not Tell You That For Sure.

I'm pretty sure it's the ECM power supply relay, "109" is stamped on the top, hence the name. Look in position three, thats on the main relay section second row above fuses, third from left.