Brief summary for those who have lost the will to live...
VDF approaches are instrument approaches where the only information available to the pilot is provided by VHF direction finding. (UDF is UHF DF, used by the military.) The pilot transmits so that the controller can tell him his VDF bearing, given as a QDM (magnetic heading to the station). In practice these approaches are very like NDB approaches, except that you can only check your QDM to the station when you ask for it, instead of watching the needle. The rules to fly them are exactly the same (e.g. if you should be inbound on 195 and the QDM is 200, you need to steer into the error, e.g. 210, until the QDM is 195, then allow for drift). When the ac is over the station the reply will be 'no bearing'. The IAF and MAP are usually the VDF overhead.
QGH approaches are controller-interpreted versions of the above, where the controller interprets your changes in QDR (bearing from the station) and passes headings to fly, level changes, &c. Much easier to fly, as the controller does much of the hard work. Again the IAF and MAP will be at the VDF overhead.
Small military airfields with few facilities still offer these: Wyton and Cosford have been mentioned in the UK, and Gütersloh abroad. Cranfield and Shoreham still publish VDF approaches.
Does any other country use these? I can imagine them being in use in Africa/Far East.
Tim