of the diff.
just make sure to remove the rear propeller shaft when you are ready to dyno with an oil catch pan underneath as some of the oil will come out there. Zip tie a plastic bag may be better.
Since you don't have traction control (ie ABS acting funny), you don't have to worry about disabling anything with a VAG tool (unlike the newer A4/S4's on a dynapack dyno)
Anyway, those are my opinions. Note: never done my car, but I took out the exhaust, rear shaft a while back (~99) with the intent of doing so. That's when I found out a bit more of the Torsen and my unwilliness to spend any more ;P
The dynapack, I was assisting dyno Steve's car when I noticed the brakes wouldn't let go. Good thing one of the folks at the Quattro CLub had a real VAG tool.
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Mk1 A4 - by BSK
Mk1 TT - by QuietsTTorm