If I drive it conservatively and shift at 1500 RPM after a week or so the car starts to run rough and stumble. Periodically now I wring it out to almost redline (when fully warmed up) and at first it will stumble at high RPMs until it clears its throat and then runs fine. A few weeks back on a 4 hour drive on a 2 laner, I needed to over take a slower vehicle (it was doing 50 in a 55) I had it up to 75 when the TDi coughed and noticed a big plume of black sooty smoke in the rear view mirror. The car ran fine after that. But if I baby it now, it starts to complain until I wring it out and then all is back to normal. I need to drive the sports wagen in a more sporting way to keep it happy. Any one else have this going on?
Upshifting at 1500 RPM is waaay to early! You're not doing your engine any favors and asking for troubles by putting along at low RPMs and short/early shifting it.
TDI engines thrive on being regularly run hard and are designed to be run hard and kept "on boost" all the time. That also means you need to keep the engine RPMs in the RPM range where the engine is designed to run in. The CR TDIs make peak torque in the 1750-2400 RPM range and peak HP around 4000 RPM. From about 1800 RPM to 4000 RPM is the RPM range where you're supposed to play in and where the TDI engine is designed to be run.
The following guidelines are taken from Drivbiwire's break-in guidelines and agree with my experience from my own driving style. These are also general rules that apply not only to initial break-in but for the life of the car.
When accelerating normally with a COLD engine, upshift at NO LESS THAN 2500 RPM. You don't need to wind the p!$$ out of it but get the RPMs up to at least 2500 RPM before shifting. Be kind to it during the intial warm up but still get the RPMs up while under a light load.
When accelerating normally with a WARM engine, upshift at NO LESS THAN 3000 RPM. At this point it's OK to go pedal to the metal if needed.
When you need max acceleration, go pedal to the metal and wind it up to around 3500-4000 RPM before shifting. Anything beyond 4000 RPM is a waste unless you have a performance tune and supporting modifications that enable the engine to make more power above 4000 RPM.
After you've finished accelerating and reached your CRUISE speed, use whatever gear puts the engine in the 2000-2200 RPM range. This is the RPM range to cruise along at, NOT at 1500 RPM or below! In a CR TDI, keeping the RPMs near 2000 RPM while cruising along is best for passive regeneration of the DPF.
Whatever you do, AVOID heavy throttle in any gear when under around 1800 RPM. Lugging is still lugging, whether gas or diesel, and is bad for both. It's OK to putt along at idle in 1st or second gear in a parking lot for example while looking for a parking spot, because the engine is under practically no load. What's bad is trying to climb a hill on the highway with your foot to the floor and in too high a gear, causing the engine to be at or under ~ 1500 RPM.
Following the guidelines above will help you keep the engine operating in the RPM range where it's designed to be run in and will help you make better use of the available power. Winding the engine up to 3000 RPM before shifting will help you land around 2000 RPM in the next gear...right where it should be to prevent lugging and make use of the torque available.
A great place to get on the power and run through the gears is a long highway on-ramp, especially an uphill ramp. This is where I regularly get on the power and wind my TDI up to 4000 RPM in each gear as I get up to highway speed. With my daily commute, I get to do this 3-4 times a day and my TDIs love it.
Fellow TDI forum members are serious when the recommend that you "Drive it like you stole it" to keep a TDI running well and for a long time.
Good luck.