LastDragon: I know that you want to hear from others, but I'll make one final point (well.... two points actually)!
First, it don't matter whether you are using a VCDS cable (from Ross Tech), or a VCP cable from VAG-Tech, or ODIS, or an OBD11 dongle, or an ELM dongle - they ALL make changes to the control modules in much the same manner! So, even if the dealer was interested enough to look for changes, there is no way that the dealer could determine which device was used (let alone if it was an OBD dongle that made the changes)!
I've been making changes to my car for over three years now (with VCDS, VCP and OBD11) and I've made many trips to the dealer (for warranty matters and for regular services), and never once have any of my changes been reverted back to factory settings by these visits. And during that time, I had quite a few firmware updates to various control modules. I'm not saying that it's not possible for the dealer to revert settings, or that it's never happened -I just believe that it's a low probability.
Let's hear from others!!!
Don
PS: the only odd event that I'm aware of is the story told by a colleague on a local forum that left his VCDS cable in the glove box when the car was at the dealer for a warranty claim. The dealer tried to argue that the fault was caused by changes made by the owner. Fortuitously, the owner had made a database of the car's virgin settings when new and he was able to convince the dealer that none of the changes that he had made were related to the warranty claim.