The MK5 does indeed have this so I would imagine the MK6 does aswell, however it still suggested you do this "cool down" on a remapped car. What harm does 20 seconds do . .
That's a coolant pump though, isn't it?
Sure coolant keeps glowing to give equal cooling of the bearing housings (helps to prevent warping) but if you stop a petrol engine dead, with the turbo glowing red hot, you will cook the oil pretty soon after (even most synthetics), leading to deposits which can block small oilways and kill bearings.
As has been said, just give it less right foot for the last few miles, if you live in a housing estate it's easy...by the time you get from the main road to your driveway it'll have cooled down massively, give it a few seconds at idle, then turn it off. Job done.
Im not really your man with diesel, hence me saying Im not really sure its needed on the TDIs, Im sure I heard this somewhere but cant confirm. Your best bet would be to ask either StevePD or Rhyso who no a decent amount on the VAG diesel engines.
Diesel engine EGTs and turbo temperatures are way less than those of a petrol, so it's not *as* important.
Still good practice, but you'll struggle to get a diesel engine turbo glowing red, as you can a petrol engine turbo....so it's far more important on a petrol engine turo.