There should not be any bolts loose. Many of the bolts in the engine and suspension are torque to yield bolts, they require a certain torque then additional rotation (like 45/90/180 degrees), and should not be reused. So if they are loose, they should be replaced. You can read threads where people have replaced them and people have not.
Search and read through the threads for the MK5 models and BRM engines for many details and gotchas.
For example, if you have a 5sp manual with the BRM engine, the trans is rotated such that the fill hole is lower than a 90 degree angle.
If you drain your transmission fluid and use the fill hole to fill it back up, you will be short 1/2 or 1 qt, which will then burn up your transmission. You need to fill using the fill hole till fluid runs out, install the plug, then fill the remaining amount through the reverse switch hole. When draining the transmission, measure the amount drained, and as part of the drain process, you will need to set the transmission in the service setting (there is a plastic lever that is pushed in and turned, when the gear selector is in a certain position) and you will also need to remove an additional plug for gear selection drain.
If it is an automatic DSG transmission, there is a riser in the drain plug to ensure the proper fluid level when the fluid is at a certain temperature. There are threads and videos on how to drain and fill (either fill using the special tool, or fill through the transmission filter), and then how to check the fluid level.
At 200K, you should also check the suspension, if not replaced, the shocks, tie rod ends, ball joints, shock bushings, control arm bushings, sway bar bushings and drop links, all are due for replacing.
Check the battery, is it the proper size? Google TDI batteries for an entertaining discussion. Diesels need batteries with Amp Hour reserve due to the electrical loads of the glow plugs (when the weather turns cold/very cold), CCA ratings are not as important as the Ah rating. If and when you need a battery, the dealer will typically have a decent price (from what I have found), and it will have the correct Ah rating.
Also Google BRM Oil for another long discussion. The BRMs have lifter/cam wear issues using the factory speced oil (5W30). Many people (including me), use 5W40 Mobil 1/Rotella diesel oil. At 200K, your cam and lifters had to have been replaced?
Google replacing the cabin filter, if you are replacing filters, it is behind the glove box, you get to it from the access cover above the passenger footwell.
