VW was recommending 5w-30/10w-30/5w-40/10w-40 grades for all season use in their 1993-1999 diesel engines - this is the same 2.4L engine VW used in the Vanagon. They were recommending SAE 15w-40 for temps > 5F/-15C. They recommend 5w-30 or 5w-40 for their > 1999 to present, light duty diesels - so you are NOT limited to SAE 10w-30. Whoever told you that is simply mis-informed....
You can run an API/CI-4+, ACEA B4, or even the latest ACEA C3-04 or API/CJ-4 spec oils (low ash,sulfur,phosphorus) in this application with excellent results.
A couple of oils that will work here:
Delvac 1, 5w-40, or Mobil 1, 0w-40 (I much prefer the D1)
Shell Rotella T, 5w-40 (Walmart)
Amsoil Series 3000, 5w-30,10w-30/ACD, 5w-40
Castrol "Elixion", 5w-30 (hard to find, but excellent)
Petro Canada, "Duron" 5w-40
Castrol Syntec European Formula (look for the ACEA B4 and VW 505.00 specs)
Any 10w-30, HD diesel oil meeting the CI-4+, or new CJ-4 specs (look in truck stops)