I don't think you need too, but it will depend on how well you can keep exhaust temperatures in check.
A performance intercooler will(or should!) help keep temperatures down, giving a denser charge of air into the engine.
If you don't already have one fitted, a Pyrometer/EGT will be an important instrument to keep a close watch on temps .. and if they remain high, then you would start looking into options to keep them down.
Your exhaust system and flow through to the intercooler will also make a difference to how cool your air charge/exhaust stays once you have the ECU tuned.
On my D1(300 tdi), the three aspects of exhaust temps I've mucked about with so far are:
* exhaust - removed centre muffler, re fitted centre muffler without rear resonator, then fitted a resonator. EGT stayed low with no mufflers, and increased with each muffler added. So a less restictive exhaust will help to keep exhaust temperatures down.
* fuelling - TDi is manually tuned via adding more fuel and detuned with less fuel. more fuel(ie. the equivalent of TD5 ECU mapping) will increase exhaust temps .. less fuelling = lower exhaust temps.
* intercooler - While I do have a performance intercooler to fit one day, for now I've removed the front grille of the D1 which has helped immensely to drop exhaust temps by about 50°C or so, for a given situation.
So better air flow through to the intercooler alone has helped to keep the charge of air into the intake cooler(by a lot) .. with nothing more than removing the front grille.
Reason for removing the front grille was that I was having trouble with the coolant heating up significantly with the air con switched on in hot ambient temps. Never thought that the intercooler was goign to see such a significant improvement in lower temps tho. 
D2 grille is basically the same design as the D1 .. and so far from what I've seen .. it's a pretty terrible design in terms of air flow efficiency.
I'm currently in the process of working out how to effect a 'Saudi Grille' mod to mine. I've found some suppliers of a similar mesh type .... just have to get to one to get some. 
D2 Saudi Grille is easier to locate than for a D1 tho.
				
			 
			
		 
			
				
			
			
				Arthur.
All these discos are giving me a heart attack!
'99 D1 300Tdi Auto ( now sold :( )
'03 D2 Td5 Auto
'03 D2a Td5 Auto
			
			
		 
	
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