Cold weather complaints are that they are down on power and LOUD when cold and unlike the V10s webasto heated interior, most take a very long time to warm up. You also have a higher risk of fuel gel vs. gas.
Careful with the EU comparisons, make sure you are not comparing US gallons to imperial gallons...my Jetta TDI gets 50MPG on an imperial gallon, which is significantly larger than a US gallon (gets around 40MPG US). If my 3000# 1.9L Jetta is getting 40mpg combined there is no way a 5500# 3.0L Treg will get 35. Most of the Aussie posts I've seen show people in the 9-10 L/100km range, which is around 23-25 US MPG. Here are the numbers from vw.de, they are consistent with the Aussie posts:
Touareg V6 TDI with DPF - Automatic
City 14,4L/100km - 16.3mpg
Highway 8,5L/100km - 27.7mpg
Combined Cycle 10,7L/100km - 22.0mpg
Jetta 1.9TDI without DPF - Manual
City 6,7L/100km - 35.1mpg
Highway 4,5L/100km - 52.3mpg
Combined Cycle 5,2L/100km - 45.2mpg
Again, I am a diesel lover and long time owner, I will own a diesel as long as they are sold... just trying to add balance to the diesel conversation...hopefully its seen as interesting and not negative. I think it would be great to see the V6 supercharged hybrid along with the V6 TDI. Both would be great choices..a more price sensitive V10 would also be a great offering (ie Sell it for $50K.)