Coasting to a stop versus engine braking - this has been discussed and analyzed quite a bit.
I used to engine brake a good deal - but kept getting a CEL, related to MAF signal too low, whenever engine braking. I couldn't find anything wrong causing the code, and was so annoyed by it, I stopped engine braking, and reverted to coasting.
In any event - back on point - ultimately, the best mpg will be achieved by coasting to a stop, with no braking of any kind - no brakes, no engine braking, glide to a stop at the exact intended stopping point.
Yes, fuel is consumed while coasting (versus no fuel during engine braking) - but coasting in neutral is ultimately more fuel efficient, as a car will coast farther in neutral than it will in gear, and TDIs use minimal fuel to idle (around .5 liters/hour).
How this works: with the coasting in neutral strategy, you can begin to coast much further from an intended stopping point than you would need if you were to engine brake. ie - with engine braking, full-load driving is necessary for a greater distance. The extra fuel during that needed extra full-load stretch just prior to engine braking is greater than the fuel consumed during the idle/coast.
There are times when engine braking makes sense - like going down a steep hill, or whenever you would need to use your brakes.