I'm on 8200 miles on mine and my dad is on around 18k miles with his - the cars aren't noticeably looser than they were after 1000 miles. Power and economy gains we've seen recently are down to the warmer weather, we had that one cold week after we'd got used to the warmer temps and the mpg dipped right back down. Some people will hail their recently improved mpg as running in gains rather than seasonal gains, but will see that dip again in the winter. 52mpg on my 13 mile commute to work and I was really putting my foot down once the car had warmed up. Oil temp seems to get to 60C very quickly right now, but 60-90 takes a very long time, like that heat is being passed on to the DPF as soon as it is generated.
If I were to religiously stick to 70 on a 100+ mile motorway run i'd be confident of cracking 60mpg quite easily. The best I did in my 170TDI Scirocco was getting a recorded 59mpg for a maintained 80mph 350 mile journey with the aircon on all the way.
I've never seen the noticeable long term running-in gains that some report to have seen, with 6 new TDIs before this one. I have always seen a noticeable seasonal change though (summer mpg/output 10-15% higher than winter). I haven't seen any noticeable real-world improvements with the GTD on the economy front, it's all in how the stop-start affects the test outcomes.
With the DTUK box i've definitely cared less about chasing an extra 15 miles to the tank and loving the extra power. My next car may well be an S3, and to hell with the mpg - i'll be averaging 28 in one of those if i'm lucky.