I had a similar problem on my 300Tdi. It was a sticking solenoid on the fuel cutoff. Unfortunately mine was caused by the injector pump failing due to poor fuel quality, and shards of metal had worked their way through the system and lodged in the cutoff.
The other fault you can get is the wire to the solenoid fails, and then you get the reverse - put foot on throttle and the engine stops!
The fuel solenoid from memory is at the rear of the injector and has a single wire going to it.
Cheers!