Mk2 16v issues Pump/relay??

are the fuel pumps priming with the ignition? if so unplug the main pump and try again, check you can hear the lift pump. if the relay got hot that could mean the main pump is straining or is damaged and is drawing more power than it should, or it could just be a poor quality relay. check the fuel pump fuse and socket, if its a bit black and crispy then something is up.

try the fuel injector test:
http://www.vwgolfmk1.org.uk/uploads/pdf/Testinjectors.pdf