Do not try closed loop wide band from e-manage, it will get its fuel table in a complete mess.
As for GTi-Rs yes closed loop at light throttle, and open loop at medium heavy throttle. I.e. its closed loop where it needs to be 14.7:1 but open loop all other areas.
You should be able to cruise at say 80mph and still be in closed loop at light throttle at lambda=1. You attempt to get as much light throttle in closed loop as possible to get best fuel economy off boost.
I will always leave the narrowband in place if at all possible when tuning. Then I can check that the ecu is not having to make much compensation or correction to the main map to ensure the injector/maf scaling etc is correct.
Its now more common than not that modern cars will run closed loop all the time and in fact cars like the Micra/Primera/Almera run closed loop pretty much all the time as well, and that's going back ~18 years... But some modern turbo cars will also run closed loop and even at Lambda =1 for the entire fuel map (Focus ST IIRC), and will do this without melting etc. Obviously there is a negative performance impact, but a positive emissions one.
You can also map leaner than lambda = 1 for part and light throttle and gain economy but you need to watch EGT but its usually fine for off boost/ almost no load and can really pick up some mpg there. As an example I tried this on my P11GT and averaged 47mpg on a 280 mile journey, where usually Id get about 40-43.
Modern after-market ECUs can do full time closed loop too. The aim is to build up a correction map/value to the main one table, but it takes a while to establish and you have to give them boundaries to stay within. To get this working right however the main maps have to be good. Don't be fooled it would be capable of doing the mapping for you.
As for e-manage you have to remember that everything you do on one of them is NOT absolute. For example injector resizing is done by entering old vs new injector sizes, then the e-manage makes a calculation which is and can only ever be approximate. Its not unusual for the real values to not work right at all, and then have to compensate one way or the other to get it right.
Another thing with the e-manage. Less is more, its rare IMHO that I see an e-manage map where people seem to properly know how they work or what they are doing. They forget that they are simply correcting the main map, not re-writing it, and as its correction values you need, they tend to be quite simple in order to get them working perfectly, they only get more complicated when you have to clamp the main ecu (to get around load/boost cuts) then the fuel/ign maps begin to look like normal ones as you have essentially locked the main ecu from that point on. But again, you have to remember this and only work with the parts after the point in which you clamp (if its even necessary) in this way.
Ed