Be aware that a diesel head gasket is not necessarily a job for an amateur. It is generally not as straight forward as a gasoline engine head gasket.
You may need special tools that many amateurs lack -- a torque wrench, for sure.
Be sure to consult a repair manual for your particular engine. Some VW diesel engines will have multiple head gaskets available, and you have to use the right one for your engine's serial number. The wrong one can result in piston damage if they impact the head. Remember, clearances on a diesel are much tighter than on a gasser!
You may have to replace the head bolts, as well. Some VW diesels use "stretch bolts," that are designed to elongate when torqued properly. These cannot be re-used, and must be replaced.
Be sure to examine the head carefully when you have it off. In fact, many shops will x-ray the head before replacing a gasket. Some VW diesel heads are prone to micro cracks that could be allowing coolant to enter the cylinder, even with a good gasket. These cracks can result from hot-running, just as a blown gasket can.
I wouldn't do this on my only car. It could be laid up for weeks as you go from problem to problem! If it's your "daily driver," pay someone who knows this engine to do it -- they will make sure they have all the possible problem parts on hand.
On the other hand, if you have something else to drive while you dink around on this, it can be a challenging learning experience!