My Bentley manual for the Golf/Jetta 2 states that you should be able to turn a diesel timing belt no more than 45 degrees (with your thumb and forefinger only) between the cam and injection pump sprockets. The belt should not flop around and yet it shouldn't be tight as a drum head. The member who said that you should be barely able to slide the belt sideways on the sprockets was on target. It is correct that you shouldn't need to twist the tensioner with a great deal of force to get things right. I understand tensioning the belt is a bit intimidating; if you set the belt too loose you can cause the belt to jump time and crash the engine. On the other hand, if you set the belt too tight, you run the risk of accelerated wear on the injection pump, which often first makes itself known when the front seal on the pump starts leaking.  

For whomever it was who didn't want to buy a spanner wrench for the timing belt tensioner I say you are pennywise and pound foolish. It makes things much easier, allowing precise adjustment with no bloody knuckles, and you'll use it on future timing belt replacement jobs. I paid less than $20 for mine - it's made by SP aka Schley Products. It even has a nice red rubber handle. 

As far as installing the injectors. Use anti-seize on the threads - I don't consider this optional. It's already been stated that new heat shields are mandatory and that you should use a torque wrench. Let me underline the fact that you should absolutely use a torque wrench. I am one of the unlucky saps who overtorqued an injector on a freshly rebuilt head and broke the casting around the injector right off. Flushed that money right down the toilet - I did get one hell of a paperweight though.