What is even MUCH more important on a TDI engine is to allow the engine to warm up to proper operational temperatures prior to wacking the turboboost on by dipping into heavy fueling with your throttle foot.
It takes a good four or five minutes for a TDI engine to properly warm up from a cold start. DO NOT put it under heavy load until it is properly warmed up, then HAMMER IT!
The need to "cool down" the turbo prior to shut down is ONLY if you have been driving under a constant sustained heavy load for an extended period of time, ie up a steep grade or pulling a trailer. Then a slow shutdown would be prudent.
Other than that though, your turbo boost is never over 3-5 pounds cruising up to 75mph, so there is no need to worry about overheating the turbo and coking the oil, unless of course, you are NOT using a full synthetic oil and are trying to cheap it out with crappy dino oil, then you'll coke it up no matter what you do.
[ May 03, 2002, 05:09: Message edited by: SkyPup ]