xtrford:
This isn't something I'm super-well versed in, but I'll give it a shot.
Quick googling turned up the TDIclub [1], where the authors endorsed Rotella T Synthetic 5W40 for 505 applications.
The web page for Rotella T Synthetic 5W40 [2] and its product data sheet [3] conspicuously lack any mention of any VW endorsements.
I looked around on a TDI forum. Opinions range from "not using a 505 oil will kill you" to "as long as it says synthetic and has a diesel rating you'll be fine". That reminds me of the chaos that ensues if you ask about 5W20 on this forum.
Personally, I'd consider pricing the Castrol and Volle Synthese against purchasing Amsoil's 5W40 product from our Canadian Amsoil site sponsor [4].
I would personally AVOID any oil that doesn't say 505 somewhere on the bottle. Those TDI are subtle creatures, and quick to anger.
Also, seeing as you're a newbie, I'll advise you of the following before anyone else does:
1. Run an AutoRX rinse phase in your car.
2. Then use FP60 and Lube Control as preventive maintenance, regardless of what oil you wind up using. The additives forum has plenty of info on these products.
[1]
http://tdiclub.com/TDIFAQ/TDiFAQ-4.html
[2]
http://www.rotella.com/products/rotella_t_synthetic.html
[3]
http://www.shell-lubricants.com/products/pdf/RotellaTSynthetic.pdf *PDF WARNING*