You have to be a little careful with this. The Bosch two stage direct injection nozzles use very small ~0.2 mm (0.008") holes in the tip that are made using EDM. They get buildup inside the holes and can quickly become restricted or produce a bad spray pattern. The TDIClub guys did a fair amount of looking at used nozzles with an SEM and found that by 100000 miles of normal use, they needed to be replaced due to the buildup.
The concern with ATF is that it contains non-combustible additives that could lead to accelerated buildup. It may be okay once in a while, but I would be worried with regular use. Using a diesel fuel condition would be a better choice as a lubricity enhancer and pump cleaner.