Will it cause problems?
Almost certainly not, HOWEVER:
The big difference between CJ4 oils and 504/507 blends is the ash (SAPS) content. 1% for CJ4 and 0.6% for 504/507. With the EGR/DPF systems on modern small displacement TDi's, blends are specifically designed to limit carbon build-up (especially in the intake tract.) Also the vast majority of CJ4 oils are Mineral G2 oils, thus tend to have higher NOACK values. All 504/507 oils are synthetic and as a result have higher viscosity indices and lower NOACK.
Higher NOACK values for large Diesel engines are not really an issue, as the sump's are massive 10->20L+ is not uncommon for on-road use (sumps in excess of 100L are common on large stationary engines and mining equipment.) Thus the oil, even in constant high load applications (say a generator or a mining truck hauling up hill) tends to remain cooler than in a small displacement passenger diesels. The large units also tend to have massive oil coolers.
Further more they operate at lower RPM (often <2000,) and with complex multi stage filtration systems; CJ4 oils are great for use in their intended applications. Buit not ideal for a small VW 1.6 (oddly enough)
I'm sure there are punters running far worse oils in their VW TDi's, but VW spent a great deal of time, engineering and money ensuring that their engines with the 504/507 spec is the best combination when all things are considered.
I personally use 504/507 Shell Helix Ultra 0W30 in my vehicles (which are not from VW) as it's SN rated and has a VI of >200 with a very low NOACK (can't remember specifically.) It's not that expensive (even in Australia) and is good piece of mind.
Regards
Jordan