Yer your right in what you say the noise that you hear when you lift off the gas is the turbo stalling , although this isnt particularly bad it does send small shock waves through the turbine but they have very little or no effect, Ive run many petrol turbo cars in this way with no problems at all 2x reasonable power cossie's / r5gt etc etc Just intrested to know if you get the same effect on the diesels i presume you do but was just intrested to see if any one else was doing it..
Quick example from about 20 sec's in
http://www.youtube.com/watch?v=6G4vPq5mFZA