Now for the rest of the pages and my comments.
Grill block you can easily go for a full block in cooler weather. I have my upper blocked behind the grill and the large lower blocked year round. When it is cold out I add pipe insulation into the lowest opening to completely block the grill other than the opening for the intercooler.
When you flush your coolant I would recommend changing the t-stat to a higher temp one I think 190 or 195f is the highest you can get without pressing your own. Also look into Sieara coolant it is nontoxic I have been using it for my last two timing belt changes and have had no issues. (Just read that you had it flushed already)
Intake/Intercooler you want as cool or air is you can into the engine and the engine warm for economy/power on a diesel. With that said clean the intercooler but I would not replace it unless there is an issue with it.
K&N addressed on page 3 done.
Skid plate is a great idea it has saved many people. Just for me I hit a semi tire that was blown in the middle of the road about 3 weeks ago I can see the marks on the pan and the tire busted the welds on the down pipe.
MK4 Jetta skid plate Golf New Beetle GTI R32
Transmission issues p0704 I believe that is torque converter clutch code on the auto. Starting point
Picked up a 2002 Jetta GLS w/01M - rpm question - TDIClub Forums
Same for the p0740
How Serious is P0740? - TDIClub Forums
What is VAG-COM (VCDS) -
Ross-Tech: VCDS
Don't want to pay for one check these two locator listings someone might be in your area.
VCDS VAG-COM Locator - TDIClub Forums
VAG-COM Diagnostic Service Locator