It depends if it's a TDCi or TDDi, the former needs the hole the latter doesn't!
You may get an engine management light flash on with a TDCi still though.. Mine did the other day for about 15 miles. I should probably check the blank is clean at some point....

58 Transit Connect swb LR 75 (Gone)
08 Mk7 Transit Limited swb LR 140 (Gone)
14 Transit Custom Limited swb 125

