Head/HG on a TDI is one of those issue that can vary greatly in degree of damage.
Using coolant, overheating, over pressurising cooling system (dumping coolant out cap), bubbles in expansion tank and air lock at thermostat housing are all symptoms that will be obvious in a bad case.
At the other end of the scale - let's call it a slightly leaking HG - you might not see any of these symptoms unless the engine is run up to temperature and driven under load.
I would start by running engine while standing in engine bay at expansion tank with the cap off. Rev the engine by hand (can reach throttle cable while standing at expansion tank) and see if air bubbles appear.
If that seems good, you might need some load on the engine. The problem with this is you need to track engine temp, only the factory gauge is rubbish and won't show any movement from the half way point until you are almost certainly dumping coolant out the expansion tank cap from overheating or over pressurisation. :o

