[ChrstphrR]

The scanguage is going to be your key tool here.

From my toying around with my TDI, I've found that just having good instrumentation teaches you the best way to drive more efficiently, and that makes the single biggest difference (and probably the second cheapest).

Given it's winter all around the northern hemisphere, blocking your grill, aggressively, will help with warmup times. My own setup on my 2000 TDI, consists of a 2/3 block with coroplast, left and right thirds of the radiator behind the grill openings (painted black so they're not visible from the outside).
I run with 1/3 or 2/3 block next to the radiator year round.

The bottom opening on the 4th gen VW Golf/Jetta tends to give the best airflow for cooling. If you don't need that due to the cold weather, you could readily block that up that opening itself.

If you want to be careful, block this opening progressively, and monitor temperatures. And aim for the ability to quickly remove out segments as needed. My first lower block was black plastic stretched taught over the black plastic insert in the lower opening. The time I did have higher temperatures and high humidity (98°C coolant, with 30°C air temperatures, at highway speeds), I simply opened up the plastic with a hole in the center using a pen knife. :P

Remember this is just information from a forum post, not a carefully controlled study, and you live in another region of the world, your mileage may vary with this tip, etc., etc.