If your engine is stock you should be fine keeping the boxes on. If you want to remove the boxes... then you have a little work to do.
The first thing you need to do after removing the boxes is plug all holes where heater tubing is located. First, the holes where tubing comes out of the fan shroud needs to be plugged. If you don't, you loose alot of your air pressure in your cooling system, which can lead to high head temps and oil temps. The other holes are not as important, but help keep engine bay temps down, like the holes in the rear tin (the ones that the hose goes through to get to the boxes) these can let heat from the header in to the engine bay. The hoses that connect the boxes to the body are an area that most over look (I did once). These allow unwanted items into the heater channels like rodents, noise, water, dust, fumes, etc.
The "J" tubes do heat-up the heads some. There are various ways to shield the heads i've seen, or heard about. They covered this in a recent issue of HotVWs if you get that mag.
Hope this helps some.
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1970 T1 W/MassIVe 2913cc RAT/?EFI? w/direct fire (very soon) and 915 trans
1962 SC 1776cc SP 944NA brakes, 993 wheels
VKG