So you're looking for R performance without losing a ton on your GTI? Wise move, considering how much your GTI would lose at this early stage. Tuning boxes seem to be the safest option. They can be removed without trace, while a true remap/ECU flash will be detectable. Any faults flung up due to the box could be cleared with VCDS.
Most of the time, the onus is on the manufacturer to prove a part isn't defective when you buy any consumer item, but VW could flat out refuse you if the turbo popped etc and you'd have to take them to court, get expensive independent engineers reports to prove the part would have likely failed under normal loading etc if they do refuse you.
I'm of the opinion that if VW central would never know (maybe after inspection of parts etc), the dealership is likely to fix under warranty as it's a revenue stream for them at the end of the day.