HELP! WEIRD CAR WONT STAY RUNNING SOMETIMES

So I have a weird problem on my golf 1.9 TDI 2007, when I switch the ignition on the car starts up however as soon as I let go of the key SOMETIMES the engine will shut off. Sometimes the car will stay running no problem. When the engine shuts off i have to switch ignition to on to start car, hold the key in on position and very slightly give gas for a few seconds. Then when I let go of the key, whilst still having gas pressed, car will stay running. At this point when letting the key go rarely it tries to shut off for half a second the engine will shut off/skip but then stay running. Some background, this problem only started happening when 2 weeks ago I switched the ignition on and the engine was shaking a bit so i gave it some gas but gave too much and the engine shook a lot then shut of. When trying to switch back on it wouldnt start, it would crank but no start. I left it till the next day and it did start after some cranking but then this problem started. It starts first stime straight away now. Also around 3 weeks ago i changed the ignition housing and switch, could it be to do with the electrics in the control module under the steering wheel? No engine light, no fault codes. Very perplexed.

Did you change the complete ignition switch, barrel and the short length of electrical loom that goes with it?
VW ignition switches have had a problem since the early ‘90s!
John

I changed the metal steering lock housing and the switch, but not the key cylinder barrel. The key was getting stuck. It turns fine now, but I'm wondering if maybe the new switch is faulty or i didn't connect something back properly. But can't see why that would cause the whole engine to shut off once it's fully running, unless when I let go of the key the ignition is somehow fully turning off

I can’t see you connecting anything up incorrectly but a very worn ignition switch may prevent the electrics connecting as they should.
Another possibility is the diesel shut off solenoid becoming lazy but thats deep in the injection pump and needs professional diagnosis and replacement.
John