I dont agree it will be less pressure on the pump. There is a greater volume of oil at the same pressure, basic physics says that is a greater strain on the pump.
The oil does not cool in the filter the oil cooler is on top of the filter!
But of course its only a Mk3! 
I know but basically a larger quantity of oil will be getting pushed around hence it will disperse heat quicker.
Won't be any more pressure as it can't physically push more oil around but it will have a larger space to push it about it hece if anything will be slightly less pressure. Probably won't make even a tiny bit of difference.
It won't harm it whatsoever unless the filter is different I.e no return valve.