To be honest once the engine bay heats up that filter will be just sucking in hot air and you will loose power. I owned a 1.8T B5/B6 for years and this subject as been more than covered off and the end results have proven you loose power.
The only time you would fit an open filter is when you go big turbo and you have no option to fit an open filter for space reasons, the stock box is the best but not the most sporty looking.
The induction pipe is a good upgrade as the OEM one is known to collapses under load, upgrade both my cars with a intake pipe the B6 BEX engine never got a market made one so I had to adapt one to fit.
My conclusion is the intake pipe is where you see the gains but these will be lost once the engine bay heats up (heat shield or no heat shield).