I don't know specifically in your case why RPMs aren't dropping down as fast, but as a general response I could think of 2 possible explanations: 1. more fuel is being metered, and/or 2. the timing is adjusted closer to optimal setting for light throttle.
You mentioned TDI ECU-controlled timing electronics kicking in above 2500RPM... Are we talking about an IDI motor here? 1.6, 1.9TD? Also what kind of car and year? (Might want to put your engine and body style / year in your sig to avoid this kind of confusion...)
Modifications to the fuel return orifice and fuel pressure regulator are interesting things to try, which I have not done, but my advice for testing these kind of "new" things are to only change one variable at a time, and measure quantitatively.
I have measured several static timing settings of the '84 1.6lTD pump (albeit outfitted with 2-stage 1.9lTD injectors.) The stock timing advance rate (IE: the rate of degrees advance per RPM) and the stock static timing setting of 1.00mm resulted in max HP of any setting tested throughout the RPM curve until it gets above about 5000 RPM. So, just like I said, I haven't seen any evidence that the stock timing advance rate *should* be changed... that is why I will not be spending time looking for HP making adjustments to my fuel return orifice or my fuel pressure regulator.
Of course, different motors and injection pumps could be configured by the factory differently, those results are just based on the limited testing I've done, may not extrapolate to all IDI VW Diesel motors... etc. So that's why I say I have not heard any evidence that stock timing rate isn't ideal... Some advice for your testing... do let us know what you find so we can benefit from your testing! Do be scientific in your testing and try and take quantitative measurements when helpful so the rest of us can see the results clearly. And another note... when testing, do resist the urge to change many things at once. You've blocked orifices, adjusted regulators, shimmed springs, relieved advance piston covers (that last one is something I think CAN help... but that's another thread.) At what point did your RPMs start dropping more slowly and what was it compared to - all these things at once done vs stock or one combination of these modifications with another? If you've changed all these at once, you won't know which of the various things you changed helped, vs which ones did not make any difference, or which ones even hurt.
Good luck!