1. Fuel economy actually improved. Before remap the trip comp gave an average of 36.2 mpg over 5000 miles. Since remap I get 39.8. I don't drive it economically especially. I'm a purposeful and considerate driver, so if there's a chance to go, then I'll sieze it. And you get lots of chances with that much torque!!!
2. I service mine very 12,000 miles as per standard!!! To be honest, if you were to get an oil sample taken at the required interval you might well get away with leaving it longer! I use fully synthetic AMSOIL 5w/40 diesel specific engine oil. Check with VW here - I have an idea that the PD engines are recommended to use a semi or blended oil. I cannot see why a full synthetic should not be used. Apparently it's to do with the way the PD injectors work. I suspect that this is no longer a problem and that current API CJ-4 oils will be fine. Let's face it, the TDi PD engines are very common across the world and I cannot see makers such as AMSOIL throwing away the opportunity to market suitable oils.
I, too, will do some research on your behalf, if you'd like me to do so. Chas Stafford and Don Miles of Performance Oils Limited are very knowledgeable and honest.
3. Also, don't twat it stone cold - let the oil warm up a bit before you work it too hard.
As for cooling off, I've never had to spend more than 2-3 minutes even in the hottest of summer weather. Basically, if you lay off the pedal 2-3 miles from home then 30 seconds should suffice. I have a factory std oil temp gauge and it's a good guide. Might be worth fitting one if your car doesn't have one. Synthetics do help here so if you can find a suitable one then use it. They're much more thermally stable than mineral or blended oils.
I'm straining to find the negatives. Err, it's, err, faster, more economical, servicing is the same.
Just make sure your insurer is happy that you do this and watch your pace on A roads.