Dervs do not need dump valves. Better spend your hard earned cash elsewhere. This modding lark is fun but also $$$ but it depends on how far you want to go. But if you are happy with just a panel filter and a remap expect to pay in the region of £350.
If you are planning to go further the list of things to do (and in order) are
1. Panel Filter
2. Brakes (the 2.0 TDI PD140 has poxy 288mm front brakes)
2. Front and Rear ARBs
3. Lowering (springs/shocks or Coilovers but have a read at this
first)
4. Exhaust (turbo back/decat or cat back)
5. Remap (a custom remap or a remap that takes into account of your mods will give you more)
Job done!
Since you are in Liverpool I would give Awesome GTI a call as they are in Irlam, Manchester and I can certainly vouch for their work!
Alex