If you mean a valve that diverts inlet manifold boost back to the airbox then no, these are just another kind of dump valve (more efficient though).
Diesels have no throttle plate, the diesel engine takes in a full unrestricted charge of air at each stroke and power is controlled by changing the quantity of fuel injected..
Dump valves, blow-off valves, diverter valves and the like are all there to relieve the pressure spike in the inlet that is caused by snapping the throttle shut during upchanges. If you don't do anything with this spike, the throttle butterfly gets a lot of pressure applied making it harder to move and stressing, maybe even damaging it. The turbo compressor also gets a sudden back-pressure spike and slows down or even stalls, slowing down the response once the change is complete and you're back on the throttle again.
So these valves are only found on turbo-petrol engines, never on turbo-diesel.
I have a TDI 110 Toledo with the ASV engine, probably similar to the one you're enquiring about. The photo you posted above is one I modified from a posting on here, or maybe it was a TDIclub or UKMkIV's forum - its source is my photobucket account
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Here's another - my diagram of the ASV vacuum system, you can't see the oily fingerprints on the electronic copy
It shows the check valve.