I used some pipe insulation cut in half and wedged it in the back of the grill. It seems pretty sturdy and airtight, and is not that noticeable, even with it being bright grey.
I took it down a fast bumpy road to see if anything would fall out, and the car seemed to warm up slightly quicker (but this may have just been a placebo).
Anyway, pictures!
From Behind:
Installed:
and from a distance:
I admit it's not as impressive as most things on here, I just wanted something that wouldn't damage the car and was easily removeable.
Next up is to paint it and seal off the bottom too.
Anyone else driving a similar VW?