I also have this knocking noise. It appeared last week not long after my custom map, and as the injectors are the only things to be carried over from my old engine (new motor only done 2k now) they were immediately suspect. No faults on VAG COM, but one of the injector readings is way out.....hopefully by me not driving it after making the discovery damage is confined to the one injector. New ones on the way, only time will tell.
The early signs of this happening are a ticking noise, audible particularly when at idle after starting from cold. This has now turned to a mechanical sounding knocking noise, but apparently is the derv equivalent of pinking and is in fact known as diesel knock. Something to do with overfuelling from the faulty unit.