Can I run my 03 Jetta Greasecar with NO heathing block?

By heating block, do you mean electric block heater, or coolant heater?
 
I live in Massachusetts and my '02 Jetta TDI will start/run in the coldest weather we have here without an electric heater or additives. It will take a couple seconds to turn over when it's in the teens and sitting overnight, but it will start nonetheless and runs fine.
 
That being said, I HIGHLY recommend installing a Frost Heater (http://www.frostheater.com/), it connects into the coolant line and heats the coolant directly. I installed one on my car and my gf's '03 Jetta and it is really nice on winter mornings. We've got them on timers to start a couple hours before we leave in the morning, and the cars start right up like a summer day, with hot air blowing out of the vents. Besides being a convenience and a comfort, it's also less wear and tear on the engine and starting components.
 
I also use either Power Service Diesel Kleen or Howe's Diesel Treat in both my main diesel tank and my veggie tank, but by no means is this mandatory. I just think it's good practice to (hopefully) prevent injector coking/clogging and just generally clean the fuel system components and keep all the fuel from congealing. Supposedly it emulsifies any water that might be in the fuel too. I've also noticed a decrease in polymerization within my veggie tank since I started putting the additives in the veg. Whenever I took the cap off my veg tank, it used to be covered in poly, which I'd clean off with a paper towel; now it remains clean between fillings. I also seem to be getting more miles on my on-board fuel filter since I started using additives.
 
Diesel 911 is meant to be used in emergencies only, I would imagine you'd never need this in NY, pretty sure it's meant for super-sub-zero temperatures where even petro-diesel has issues with congealing.