I keep forgetting to check that for you, but from memory of my previous VWs, yeah the pedal does sink a bit after a small amount of time. I think it's because the servo vacuum depletes? You would know if you had air in the system because the pedal would move closer to the floor the harder you stand on it, without much increase in braking effort. An airtight system should hold a solid pedal (when braking) once all the initial caliper & pad slack has been taken up.
No panic, I'm just curious! I'm fairly sure there's still a small amount of air in the system somewhere but even with that, they're a massive improvement over the standard brakes.
Nice work on your own car, good list of improvements/maintenance in that list.
Lol @ Vibrator techniques!