rDon't bother changing the nozzles, but having them cleaned would be a good idea. What you need is Lubro Moly Diesel Purge, not you generic fuel injector cleaner. Also you don't run it through the tank, you run it straight at the fuel pump.
Easy Lubro Moly Diesel Purge How-To - with pics!! - TDIClub Forums
As far as grill blocks are concerned you can block the top one, all but a small square on the upper right side where the air intake is. The lower one is more tricky, no problem as soon as traffic is flowing, but when it's 80+ and you're stuck bumper to bumper the fans will kick in. BTW, you should test for proper operation of the fans. Turn the AC on and put the ventilation to 1, both rad fans should run at a slow speed. Turn ventilation to 4 and both fans should turn fast, it's a common problem for fans to go bad on the A4. Both mines are shot, so I watch the temps on my SG and conpensate with the heater core when I need it.
Check your radiator/condenser fan operation NOW - TDIClub Forums
Shift it at 2k and run her in 5th as low as 1100 rpm. If your sister does a lot of highway driving there's a taller 5th gear (actually 2 sizes) available for swap, but at around 350 + and hour of time, it takes a while to pay for itself.
At least one a week, she should mash the pedal on an onramp in 3rd all the way to 5000 rpm. This is preventive maintenance for the turbo vanes. If you drive it like a granny all the time, soot will accumulate in the turbine side of the turbo, gunking up the vanes, and you'll eventually be looking at ~5 hours of time from a TDI guru to open up the turbo and clean it.
VNT Repair Procedure - TDIClub Forums
BTW, rule #1 of owning a TDI is to NEVER TAKE THE CAR TO THE DEALER.
How much did she pay if you don't mind me asking?