Yes you could buy a separate ECU and bench flash it, but the accumulated mileage on the ECU will be different from the rest of the modules. It'd be best to use one ECU. Only so many chips on the ECU can be modified with bench flashes. We can bench-flash them so that the flash counter doesn't change, which hides any primitive investigation, but if you're going in for a blown turbo/HPFP and the dealership starts snooping around they will be able to tell the ECU has been tuned at some point. I have only had one customer mention warranty issues and that was on an A5 and he told them it was modified. Tons of people with flashzillas have had no problems, although I agree it's a bit of a gamble.
You can bump power just fine on the stock emissions components, in fact it's maybe a 10WHP increase by doing deletes. Stock the EA288s go from around 135HP/230lb-ft to 170HP/300lb-ft to the hubs. I've seen less than a 5HP variance across a half dozen tested vehicles and although conservative this dyno is dead accurate, none of that next week on a dynojet stuff.