Wix is a very good brand and I think they got bought by Mann and Hummel. Can't go wrong with any of those.
I forget if the TDIs have a water separator. If not, I would consider that a good conversion. While the older engines are more tolerant, it still isn't good to have water in the system. Converting to one of those spin-on fuel filters with the drain at the bottom would be ideal. Then replacement is easy. Water does a lot of bad things to diesel fuel systems.
Yeah, keeping engine temps is good. Helps burn off the fuel vapors that get into the crank case. If you are truly worried about your engine in colder temps, just up the service interval. If the ambient temp is below freezing, then half the service interval.
On my 109, I run a radiator muff below 50F ambient. That said, I have a 160F T-stat, so the second that opened up, the engine never got hotter. So I ran into a lot of issues with engine temp getting to 160F...then never any higher. Google indicated that there is an 88C T-stat available. I'd say run that if you aren't already. That'll help a lot. If you are below freezing often, then radiator muff.