Not needed on a factory turbo car which has already had proper diligence in heat management. Not to mention the KO4-061 is a compact unit, so has a ton of heat energy already. A blanket will do bugger all.
Blankets may be useful in cars that did not have a turbo from the factory, or where a turbo manifold is poorly designed and loses heat / exhaust velocity energy. None of this applies to the KO4 in the TFSI.
When considering modifications like this, ask yourself: "If this is so beneficial to performance, why didn't VW fit one?". They didn't fit one because there is simply no benefit vs the cost, and they can be dangerous as well. They can absorb oil spills and catch fire. I have experience of that
