Good question.
There are a couple kinds of TDIs that usually get swapped into Rabbits.
The AHU/1Z is much like the Rabbit 1.6 engine. External waterpump and all.
Looks like that's what you are using.
The ECU has an immobilizer, but it is just a relay, much like the seat belt interlock relay it can be easily bypassed.
With this setup you can use your rabbit instrument cluster.
I think people have been putting the ECU in the raintray, under a cover and just running the (I think it was) black and yellow wire inside to the power when ignition on fuses.
Along with the accelerator peddle wires.
For the speedometer, there is a special cable you can buy that will connect the 02J trany to the cluster.
But it looks like you are using the 020 trany and the stock cluster works with the same speedo cable.