2000 Jetta TDI: do I need modification to run Fr Fry oil?

The oil you are talking about is referred to as Waste Vegtable (WVO) in biodiesel speak. Google that and you can find out what you need to know.

In short, I would not recommend doing pure WVO as VO has longer carbon chains and does not burn as readily as diesel at colder engine temps. Also, you may need to change your fuel lines as VO can eat through the stock lines.

You may look into a dual fuel setup where you keep a second tank of WVO and only switch to it after the motor is warmed and switch back before you get to your destination so as to clean out the fuel lines.

Had a customer with a 2000 bettle ran biofuel with 50 k he clogged up the egr valve, the stutter valve, the intake manifold,he needed to change the fuel filter every 3k the oil was crap. The injection pump was getting clogged and giving him problems, all that went away after we switched him back to diesel, look at some of the after market proformance stuff for the diesels, chips, computer, cold air intake this will help with the MPG

You cant just run that stuff. Your car needs to be able to start on regular diesel and then when it get warm you flick a switch to run on bio diesel. Go on youtube and type in biodiesel jetta.