I just asked a bunch of the MK2 TT guys over on vortex who have cayenne brakes installed. They said there is no modification required to install the brakes. They're simply bolt on with the proper conversion bolts. Now I just need to find some TT Spindles and buy some wider front fenders and I'll be good to go.
I don't understand why everyone wants to use the Mercedes rotors (aside from being a cheap solution), a two piece rotor would be sooooooo much lighter.