As you've probably guessed by now, the consensus is that idling your TDI after a very cold startup is a bad idea. But to expand:
Cold running, especally that cold, is a very high-stress situation for any engine. The longer it operates cold, or even while warming up (as different materials in the engine warm at different rates), the longer it's in a high-stress phase. And that stress doesn't go away when the temp gauge starts to register heat. The oil warms much more slowly, especially at idle, as it's not receiving much heat from the turbo.
If the reason for letting the car warm up at idle is comfort, try turning the heat on and direct it to the top (face) vents. My '11 Golf has electric heating elements behind the vents, so even on the coldest day, there's warm air flowing within seconds after startup. Combine that with the seat heaters, and everything's toasty within the first 4 minutes of driving. And that's at about 0 degrees F, which is warmer than -27 (33C), but still.
I learned about this feature recently on this forum, and was quite dissapointed that I went most of the winter not even knowing about it, "suffering" through the good 15 minutes it'd take for the heater core to start warming the interior.