2006 Volkswagen TDI Engine miss- firing

We recently drove from Pa. To Az. And back. When severe damand was put on engine, such as high speed highways in Texas and New Mexico and the extreem mountainess roads in Arizona the engine missed and stuttered. This happened before and I took it to the dealer and they changed the fuel pump saying it did not put out enough pressure and volume. Also purged fuel system and changed the fuel filter.
The missing got so bad in the mountains of Az, that I thought the car was going to break down. Engine temp. Was normal all the time[ 180 ]. Other than the missing, the diesel ran very well and even in this high speed driving and the great demands put on it by the mountains in Az. It still averaged over 45 mpg.
Please help!