The turbo unit on my A4 1.9 TDI makes a sucking/ rubbing noise when I lift off the accelerator as if the fins are rubbing on the casing.
It is most noticable when I rev the engine whilst not in gear & lift off the acceleretor quickly.
I cannot feel any play on the shaft & it spins ok
Done 85K
Is it about to explode?

 

Are you sure its not the diverter vavle making noise?

 

I had an issue where I had a ticking noise where I let off the accelerator. It turned out the wastegate on the turbo was loose and would rattle when it was supposed to be closed. Hope this helps