I wouldnt put redex in. Especially not now.
B.A. Nana - yup,
It is common rail so should have a system with a tank pump - like a petrol car does but different and a high pressure pump driven off the engine which is what pressurises the fuel to over 1300bar (not sure what the golf pressure is but my HDI is 1360bar which is 17,000psi!). Most 2nd generation and onwards common rail diesels seem to be about 1800bar.
Both of these pumps are lubricated by diesel and are normally bought in from big names - eg Bosch for the HP pump. The worst case for the pumps is running them dry, petrol is not a good lubricant but better than nothing.
I would put a few pennies away a month on the off-chance somethings life has been shortened. But common rail parts are easy to get used/reconditioned now so don't worry too much. Think of it as refreshing the engine as pumps do get worn and lose performance anyway.