As a Malone dealer, I can speak for his Stage 2 (and also for Rocketchip as a former Stage 2 user of Jeff's on my personal '06). Answer to your question I believe is the same for each of these two tuners.
Stage 2 is designed to push the stock hardware as far as it safely can be pushed. In the case of your car, the turbo is the limiting part with a smallish turbine being the restriction and boost creep that can cause turbo failure due to overspeeding being the problem. There is variability from car to car though and a stage 2 tune on one that does not creep may creep on another. That is why Malone recommends logging stage 2 PD tunes to verify creep won't be an issue. IIRC, RC handles it the same. Because that tuning level is a tad close to the hardware (turbo) limit, a boost and EGT gauge is recommended for monitoring creep and possible dangerous EGTs so that you can prevent issues by lifting your right foot under those conditions. It is not difficult as dangerous boost creep and EGTs are not something you will run into very often, only under sustained high load / high torque request such as very illegal speeds and say driving hard up a long and steep mountain pass in too high of a gear.
Stage 2 tuning is as far as you want to go with stock hardware. Next step for a '06 is a bigger turbo and a little more tune. Thankfully, there are now a few good options.