I have a tiptronic 34 with exhaust, dump, pod, fmic, ebc and unichip. In winter I hit fuel cut from over-boost on very cold mornings. Never happens otherwise and I suspect if I play with my ebc settings a little further I can completely get rid of it. Also lowering the boost will resolve the issue, as I'm running a little higher than what I'd like due to a previous tune. Otherwise I have no idling or acceleration issues.
I don't think you will see that issue with just a filter and exhaust. You WILL experience the car running rich due to the factory ECU.
Also it may be a little hard finding a full exhaust for a 4 door locally, unless you get one custom made.