Yes, you should. A little off the all-in-one fuel additives - Power Service, Howes, etc... - pays off nicely in the long run. Some folks prefer a TCW3 ('ashless') two stroke oil as well. 2% biodiesel will give you all the lubricity you'd ever need, plus a bit of cetane boost. Look up the Spicer lubricity study.
FWIW, we bought our 2000 New Beetle TDI used and have run it on B11 the entire time we've owned it - plus a dose of Power Service or Howes when I remember. DFIS said the camplate & rollers looked perfect when we had the pump rebuilt 2 years ago (due to a seized cold start advance solenoid).