Great suggestions from jpliddy and others on methods for testing/isolating possible noise from the vacuum pump.
One more to add if all other methods fail to leave you 100% certain of the source of the noise (eg stethoscopes, disconnecting vacuum hose, etc): you can also physically remove the vacuum pump from the side of the cylinder head, then remove the pushrod that operates the pump off the camshaft, and then reinstall the pump without the pushrod in place. This will disable the pump and its drive mechanism. It will give you a surefire proof of whether anything involving the vacuum pump is related to your noise.
If you are not accustomed to these engines and other diesels like them, identifying different noises by their subtle unique qualities can be challenging. (eg difference between lifter tap, vac pump noise, injector rattle/knock, loose timing belt flapping and hitting a belt cover, etc). Stethoscope is good but also requires a lot of familiarity with what the different noises sound like. Working on a process of elimination is probably your more certain route if it's all new to you.
If you do remove the vacuum pump at any time, three important things to remember, same as jpliddy said but with a little bit more detail:
1) Before loosening the pump mounting nuts, rotate the engine to near #1 TDC (as indicated by the notch on the injection pump drive gear getting within a few MM of the corresponding notch on the pump bracket) -- this will put the cam lobe that operates the vac pump near its low point and make the removal easier/less risk of damage to the pump housing.
2) Don't let the vac pump push rod fall out when you remove the pump -- watch for it and catch it, as it faces downhill and will want to slide out!! -- and NOTE which direction it is installed, and reinstall it the same way, don't switch it around. Cam side/pump side should stay the same.
3) Don't lose the O-ring gasket for the vac pump, and be careful not to pinch it on reinstallation. If it has a hard time staying in place for reinstallation, use a dab of vaseline or grease to hold it there. If the O-ring is damaged or squashed or lost, it is readily available new. DO NOT use RTV sealer or other goop to replace a missing/damaged/worn o-ring, as this will make the job MUCH HARDER next time you have the pump off and the RTV can also find its way inside the engine to places it should not go.
All that said, the VW/Audi engines with hydraulic tappets like these do sometimes make noise, especially after high miles and/or if oil quality or oil change interval have not always been well looked after. We never saw this in the D24T here in the US as all of ours were the early style with solid tappets. However, related VW/Audi engines are known for it, gas and diesel. So certainly is possible. Fortunately good replacement lifters are available everywhere, same as in the smaller 4cyl engines, and inexpensive. If you trace the noise to a sticky lifter, best bet would be to replace all 12 of them. Only use good OEM quality parts here, like INA, Febi, etc. Soak the new lifters overnight in new clean engine oil before installation to help them fill up, if you need to put new ones in. And of course, if you end up needing to do this, it would be the ideal time to also do your cam belt replacement as the camshaft will need to come out for it.
