The pump will only supply the pressure the ECU requests, so you don't need to worry about going too rich or anything. But when the ECU requests more than the pump can supply - that's an issue...
Initially the upgraded pumps were seen as a necessity only for Stage 2+ maps, but as time went on it became quite clear that standard pumps were a bit of a mixed bag. Most handle Stage 2 levels of fuelling, but some don't. And bearing in mind a Stage 2 map is intended to request fuel within the limits of a standard pump (unlike 2+) there have been quite a few accounts of TFSIs suffering fuel cuts on Stage 2 maps. Mine included.
So I'd personally recommend an uprated pump at lower states of tune, not just balls-out 2+. Some members on here noticed an improvement even at Stage 1 - more consistent power, stronger midrange etc - so it's clear the standard pump can be a weak link in general.
It'd be a savvy move to prioritise the pump ahead of say a bigger intercooler or intake. I'd agree with Dan that overall the best option is a full replacement, like Loba or APR. The problems with uprated internals stem from the installation process rather than the internals themselves. It needs doing properly, and from what I've heard it's easy to get it wrong.
You'll pay a premium for the likes of a Loba, but you're paying for peace of mind. Being a k04 car there would also be some benefit to fitting the RS4 return valve while you're at it.
