Unfortunately, idling for long periods is bad for ANY car. Lower oil pressure. On a TDI, it won't stay as warm and will cool down a little. This is bad for engine and bad for emissions filters. I would install a separate deep cycle battery for heavy electrical use, not sure why else you'd need to leave the car on.
Also check out the sportwagen buying guide, moving this to mk6 section since there may be some more opinion there too