With VAG diesel engines you need an oil that meets the VW 505.01, 506.00, 506.01 or 507.00 spec (depending on the car) otherwise there can be excessive cam wear. None of the oils that meet those specs are 10w-40. You only need to use a thicker oil when the car starts burning a lot of oil, but no matter how much it's burning, a 10w-40 isn't suitable for yours.
Cheers
Tim