hahaha touche!
In all honesty, I'm a new MK6 owner but after coming into this world from a dozen other VW's, I still see the same questions asked and see the same comments about cone's giving off oils to the MAF that I saw when the MK3's and MK4's came out. Same questions and results, just a different car model.
Is there a chance you can get some oil residue in your MAF? Sure, but not likely. You can also go with a dry filter to take away the risk.
At the end of the day, if you get the K&N kit with the heatshield, you are still removing the factory plastic shielding that prevents heat soak, thus sucking in gobs of hot engine heat and then robbing you of power. But now you have a metal shield that will soak up the heat as well. Not a great idea.
If you go with the APR kit, you are essentially replacing your plastic box for a CF box that looks pretty. Personally, CF is useless in aftermarket pieces (unless truly used to reduce weight) and is just a selling gimmick. Plus it's tacky.
My advice, do what has worked for every generation of VW in the past, hack up the base of the box in the right places, allowing more air in, grab a better breathable K&N filter and slap it in the OEM location. Best of both worlds, no fear of MAF's getting oiled up and you may, MAY get 1-2HP gains max.
That is unless you just want something showy and go with the above alternatives