How bad is it? All VRs idle a bit erratically, even if everything is ok - the late OBD2 VR engines in the Golf etc don't have an ISV and use a motorised throttle body instead, so tend not to have these idle speed issues.
The ISV won't behave any differently when the engine is hot vs cold - it's sole function is to regulate air intake when the throttle is closed at idle by pulsing the valve to allow enough air in to maintain a smooth idle speed. Once the throttle body flap opens again, the ISV won't be doing anything. You could try swapping out with a know good one to see.
Have you performed the basic ECU settings procedure again after all the changes (it's in the Wiki on here). Other things to check would be the injectors and the fuel pressure - I've seen a leaky or old injector causing idling problems.
The most common cause though is still a vacuum leak somewhere, so I would check again, especially the intake boot and the pipework near the air box and underneath there. Even a small, nearly invisible crack can cause issues.
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